+251.6%
ORCL vs DKS
+244.9%
+6.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +2.4% |
| 7D | +0.5% | +3.8% | -3.4% | -0.2% |
| 30D | -15.3% | +8.1% | -23.4% | -16.6% |
| 3M | -18.2% | -28.6% | +10.4% | -14.8% |
| 6M | -38.4% | -33.6% | -4.8% | -35.3% |
| YTD | -37.7% | -23.8% | -13.9% | -36.4% |
| 1Y | -49.3% | -30.7% | -18.5% | -47.4% |
| 3Y | +10.6% | +41.5% | -30.9% | +1.0% |
| 5Y | +35.5% | +23.0% | +12.5% | +21.9% |
| 10Y | +251.6% | +236.0% | +15.6% | +156.6% |
| All | +251.6% | +244.9% | +6.7% | +156.6% |
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 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