+523.3%
ON vs DKS
+226.4%
+296.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.7% |
| 7D | +12.2% | +6.3% | +5.9% | +9.6% |
| 30D | -3.1% | +9.3% | -12.4% | -6.9% |
| 3M | -12.9% | -25.3% | +12.4% | -5.7% |
| 6M | -38.6% | -29.2% | -9.4% | -32.6% |
| YTD | +31.2% | -22.7% | +54.0% | +38.2% |
| 1Y | +47.6% | -30.1% | +77.8% | +62.1% |
| 3Y | +6.6% | +45.6% | -39.0% | -15.8% |
| 5Y | +21.3% | +28.5% | -7.2% | -5.1% |
| All | +523.3% | +226.4% | +296.9% | +148.5% |
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