+629.3%
ON vs DKS
+203.5%
+425.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +7.9% |
| 7D | +2.4% | -3.0% | +5.3% | +3.6% |
| 30D | -8.6% | -33.4% | +24.8% | +4.1% |
| 3M | -34.3% | -39.4% | +5.0% | -22.9% |
| 6M | +28.5% | -30.1% | +58.6% | +41.8% |
| YTD | +40.6% | -31.0% | +71.6% | +55.8% |
| 1Y | +55.3% | -40.2% | +95.5% | +82.4% |
| 3Y | -22.2% | +30.9% | -53.1% | -35.9% |
| 5Y | +62.4% | +14.0% | +48.4% | +33.5% |
| All | +629.3% | +203.5% | +425.8% | +215.9% |
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