+27.2%
NFLX vs DKS
+15.5%
+11.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -8.1% | -2.9% | -5.2% | -7.6% |
| 30D | -0.3% | -37.7% | +37.4% | +7.8% |
| 3M | -6.6% | -38.9% | +32.3% | +1.3% |
| 6M | -22.7% | -31.1% | +8.4% | -18.9% |
| YTD | -18.9% | -31.8% | +12.9% | -15.1% |
| 1Y | -39.8% | -38.0% | -1.8% | -36.0% |
| 3Y | +71.7% | +28.6% | +43.1% | +37.2% |
| 5Y | +27.2% | +12.5% | +14.7% | -11.1% |
| All | +27.2% | +15.5% | +11.7% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling