+1,524.8%
ORCL vs DKS
+6,749.1%
-5,224.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +2.1% |
| 7D | +0.5% | +3.8% | -3.4% | -0.4% |
| 30D | -15.3% | +8.1% | -23.4% | -17.0% |
| 3M | -18.2% | -28.6% | +10.4% | -13.9% |
| 6M | -38.4% | -33.6% | -4.8% | -34.5% |
| YTD | -37.7% | -23.8% | -13.9% | -36.1% |
| 1Y | -49.3% | -30.7% | -18.5% | -46.9% |
| 3Y | +10.6% | +41.5% | -30.9% | -3.1% |
| 5Y | +35.5% | +23.0% | +12.5% | +17.1% |
| 10Y | +251.6% | +236.0% | +15.6% | +118.1% |
| All | +1,524.8% | +6,749.1% | -5,224.3% | +425.3% |
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 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