+4,799.8%
NDAQ vs DKS
+6,842.3%
-2,042.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.9% |
| 7D | +1.3% | +6.3% | -5.0% | -0.3% |
| 30D | +18.0% | +9.3% | +8.7% | +15.2% |
| 3M | +11.5% | -25.3% | +36.8% | +17.2% |
| 6M | +21.1% | -29.2% | +50.3% | +28.3% |
| YTD | +12.8% | -22.7% | +35.5% | +16.3% |
| 1Y | +25.7% | -30.1% | +55.8% | +32.6% |
| 3Y | +116.8% | +45.6% | +71.2% | +79.9% |
| 5Y | +67.3% | +28.5% | +38.8% | +35.8% |
| 10Y | +473.3% | +235.2% | +238.1% | +206.9% |
| All | +4,799.8% | +6,842.3% | -2,042.5% | +2,242.1% |
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