+227.5%
LOW vs DKS
+203.5%
+24.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -3.7% | -3.0% | -0.8% | -2.9% |
| 30D | -8.9% | -33.4% | +24.5% | +0.3% |
| 3M | -10.4% | -39.4% | +29.0% | +1.2% |
| 6M | -19.4% | -30.1% | +10.7% | -12.9% |
| YTD | -17.1% | -31.0% | +13.8% | -10.4% |
| 1Y | -26.3% | -40.2% | +13.9% | -17.3% |
| 3Y | -9.9% | +30.9% | -40.8% | -23.4% |
| 5Y | +6.1% | +14.0% | -7.9% | -11.7% |
| All | +227.5% | +203.5% | +24.1% | +64.6% |
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