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  • JPM vs DKS✓SelectedUSD · DKSJPM vs DKS performance historyLatest closeAs of-1.43%09/08
Stock and ETF performance explorer

JPM vs DKS

vs
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Portfolio return
+3,626.6%
DKS return
+5,981.0%
Excess return
-2,354.3%
Maximum drawdown
-68.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioDKSExcessAlpha
1D-1.4%-4.9%+3.4%+0.2%
7D-0.4%-0.4%0.0%-0.3%
30D-1.1%-36.6%+35.5%+11.8%
3M+14.1%-37.6%+51.8%+29.2%
6M+23.3%-32.1%+55.4%+34.9%
YTD+11.3%-32.3%+43.6%+21.6%
1Y+23.0%-39.5%+62.5%+38.6%
3Y+162.6%+27.7%+134.9%+114.9%
5Y+152.8%+15.0%+137.7%+97.3%
10Y+583.6%+192.6%+391.0%+210.2%
All+3,626.6%+5,981.0%-2,354.3%+587.3%

Cumulative growth

Daily Returns

Daily percentage return beside DKS.

Daily Out/Under-Performance

Portfolio return minus DKS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling