+590.9%
JPM vs DKS
+203.5%
+387.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.5% |
| 7D | -0.7% | -3.0% | +2.3% | -0.1% |
| 30D | -2.5% | -33.4% | +30.9% | +4.6% |
| 3M | +14.1% | -39.4% | +53.5% | +24.5% |
| 6M | +25.1% | -30.1% | +55.2% | +31.9% |
| YTD | +12.1% | -31.0% | +43.1% | +18.4% |
| 1Y | +18.8% | -40.2% | +59.0% | +28.9% |
| 3Y | +163.4% | +30.9% | +132.5% | +131.8% |
| 5Y | +156.5% | +14.0% | +142.5% | +122.1% |
| All | +590.9% | +203.5% | +387.4% | +299.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling