+15.3%
O vs DKS
+15.5%
-0.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -2.3% | -2.9% | +0.6% | -2.1% |
| 30D | -2.4% | -37.7% | +35.3% | +0.7% |
| 3M | -0.6% | -38.9% | +38.3% | +2.7% |
| 6M | -5.0% | -31.1% | +26.1% | -2.9% |
| YTD | +10.4% | -31.8% | +42.2% | +12.8% |
| 1Y | +6.6% | -38.0% | +44.6% | +9.6% |
| 3Y | +28.4% | +28.6% | -0.2% | +20.2% |
| 5Y | +15.3% | +12.5% | +2.7% | +7.0% |
| All | +15.3% | +15.5% | -0.2% | +7.0% |
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