+1,474.7%
ORCL vs DKS
+6,430.5%
-4,955.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | -2.1% | -9.1% | -10.8% |
| 30D | -18.8% | +7.3% | -26.2% | -20.4% |
| 3M | -18.8% | -28.4% | +9.7% | -14.5% |
| 6M | -39.7% | -36.9% | -2.8% | -35.2% |
| YTD | -39.6% | -27.3% | -12.3% | -37.4% |
| 1Y | -51.7% | -33.2% | -18.5% | -49.1% |
| 3Y | +10.2% | +32.2% | -21.9% | -2.1% |
| 5Y | +30.8% | +22.3% | +8.6% | +13.1% |
| 10Y | +252.1% | +230.5% | +21.6% | +118.8% |
| All | +1,474.7% | +6,430.5% | -4,955.7% | +414.3% |
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