+363.0%
NDAQ vs DKS
+206.3%
+156.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -0.9% |
| 7D | -5.6% | -2.0% | -3.5% | -5.3% |
| 30D | -4.4% | -32.7% | +28.4% | +0.7% |
| 3M | +5.9% | -38.8% | +44.7% | +13.1% |
| 6M | +7.7% | -29.4% | +37.2% | +11.9% |
| YTD | -5.2% | -30.3% | +25.1% | -1.4% |
| 1Y | -3.4% | -39.6% | +36.2% | +2.5% |
| 3Y | +85.6% | +32.2% | +53.4% | +67.5% |
| 5Y | +49.5% | +15.1% | +34.4% | +33.0% |
| All | +363.0% | +206.3% | +156.7% | +210.7% |
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