+50.9%
O vs DKS
+199.2%
-148.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.5% | -4.7% | +1.2% | -2.8% |
| 30D | -3.3% | -35.1% | +31.7% | +2.6% |
| 3M | -2.8% | -37.7% | +34.9% | +3.7% |
| 6M | -5.8% | -30.7% | +25.0% | -1.5% |
| YTD | +9.4% | -31.9% | +41.3% | +14.5% |
| 1Y | +5.7% | -40.0% | +45.7% | +12.6% |
| 3Y | +27.2% | +28.4% | -1.2% | +12.5% |
| 5Y | +17.2% | +12.4% | +4.8% | +1.5% |
| All | +50.9% | +199.2% | -148.3% | -18.3% |
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