+6,246.4%
ON vs DKS
+5,981.0%
+265.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.4% | -2.5% |
| 7D | -2.2% | -0.4% | -1.7% | -2.0% |
| 30D | -12.4% | -36.6% | +24.2% | +1.8% |
| 3M | -41.2% | -37.6% | -3.6% | -31.7% |
| 6M | +25.0% | -32.1% | +57.1% | +39.7% |
| YTD | +31.3% | -32.3% | +63.6% | +46.9% |
| 1Y | +45.4% | -39.5% | +84.9% | +70.2% |
| 3Y | -27.4% | +27.7% | -55.1% | -39.8% |
| 5Y | +58.5% | +15.0% | +43.5% | +30.6% |
| 10Y | +561.8% | +192.6% | +369.2% | +218.9% |
| All | +6,246.4% | +5,981.0% | +265.5% | +693.0% |
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 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