+4,261.5%
NDAQ vs DKS
+6,292.4%
-2,030.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -2.4% | +3.0% | -5.5% | -3.2% |
| 30D | +2.5% | -30.5% | +33.0% | +10.0% |
| 3M | +9.9% | -35.7% | +45.6% | +20.1% |
| 6M | +9.4% | -29.7% | +39.1% | +16.2% |
| YTD | +0.4% | -28.9% | +29.3% | +6.0% |
| 1Y | +4.0% | -35.9% | +39.9% | +12.1% |
| 3Y | +94.4% | +28.2% | +66.2% | +67.0% |
| 5Y | +56.7% | +11.8% | +44.9% | +31.8% |
| 10Y | +375.3% | +211.6% | +163.7% | +159.4% |
| All | +4,261.5% | +6,292.4% | -2,030.9% | +2,035.4% |
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