+1,239.1%
O vs DKS
+6,842.3%
-5,603.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | -0.4% | +6.3% | -6.7% | -2.0% |
| 30D | +7.1% | +9.3% | -2.2% | +4.5% |
| 3M | -5.2% | -25.3% | +20.1% | -0.3% |
| 6M | -1.8% | -29.2% | +27.4% | +4.3% |
| YTD | +9.1% | -22.7% | +31.8% | +12.6% |
| 1Y | +9.7% | -30.1% | +39.8% | +16.0% |
| 3Y | +39.1% | +45.6% | -6.5% | +13.2% |
| 5Y | +8.4% | +28.5% | -20.1% | -14.9% |
| 10Y | +80.2% | +235.2% | -155.1% | -10.2% |
| All | +1,239.1% | +6,842.3% | -5,603.1% | +226.6% |
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