+56.9%
ON vs DKS
+15.5%
+41.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | -1.9% | -2.9% | +1.0% | -0.7% |
| 30D | -11.0% | -37.7% | +26.7% | +5.2% |
| 3M | -39.3% | -38.9% | -0.4% | -28.2% |
| 6M | +19.8% | -31.1% | +50.9% | +33.3% |
| YTD | +31.1% | -31.8% | +62.9% | +46.4% |
| 1Y | +46.0% | -38.0% | +84.0% | +70.1% |
| 3Y | -27.5% | +28.6% | -56.1% | -42.0% |
| 5Y | +56.9% | +12.5% | +44.4% | +15.9% |
| All | +56.9% | +15.5% | +41.4% | +15.9% |
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 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