+632.8%
LYB vs DKS
+550.1%
+82.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.4% |
| 7D | +0.3% | -3.0% | +3.2% | +1.1% |
| 30D | +2.5% | -33.4% | +35.8% | +13.2% |
| 3M | +1.4% | -39.4% | +40.7% | +14.6% |
| 6M | -3.5% | -30.1% | +26.6% | +3.2% |
| YTD | +52.0% | -31.0% | +82.9% | +63.0% |
| 1Y | +22.1% | -40.2% | +62.2% | +36.2% |
| 3Y | -22.8% | +30.9% | -53.7% | -35.5% |
| 5Y | -3.4% | +14.0% | -17.4% | -21.7% |
| 10Y | +47.4% | +202.1% | -154.7% | -25.9% |
| All | +632.8% | +550.1% | +82.8% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling