+361.5%
LLY vs DKS
+9.4%
+352.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.7% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -5.1% | -36.6% | +31.5% | -1.0% |
| 3M | -2.1% | -37.6% | +35.6% | +2.3% |
| 6M | +13.8% | -32.1% | +45.9% | +17.5% |
| YTD | +5.1% | -32.3% | +37.4% | +8.4% |
| 1Y | +53.1% | -39.5% | +92.6% | +59.7% |
| 3Y | +95.6% | +27.7% | +68.0% | +89.4% |
| 5Y | +361.5% | +15.0% | +346.5% | +317.3% |
| All | +361.5% | +9.4% | +352.1% | +317.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling