+30.6%
ORCL vs DKS
+21.0%
+9.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -11.2% | -2.1% | -9.1% | -10.9% |
| 30D | -18.8% | +7.3% | -26.2% | -20.2% |
| 3M | -18.8% | -28.4% | +9.7% | -14.7% |
| 6M | -39.7% | -36.9% | -2.8% | -35.3% |
| YTD | -39.6% | -27.3% | -12.3% | -37.7% |
| 1Y | -51.7% | -33.2% | -18.5% | -49.2% |
| 3Y | +10.2% | +32.2% | -21.9% | -1.0% |
| All | +30.6% | +21.0% | +9.6% | +11.3% |
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