+361.0%
ORLY vs DKS
+206.3%
+154.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | -2.4% | -2.0% | -0.3% | -2.0% |
| 30D | -6.8% | -32.7% | +26.0% | -1.1% |
| 3M | -4.8% | -38.8% | +34.0% | +2.6% |
| 6M | -9.1% | -29.4% | +20.4% | -4.9% |
| YTD | -5.9% | -30.3% | +24.4% | -1.6% |
| 1Y | -20.4% | -39.6% | +19.2% | -14.9% |
| 3Y | +36.6% | +32.2% | +4.4% | +18.7% |
| 5Y | +117.3% | +15.1% | +102.2% | +85.3% |
| All | +361.0% | +206.3% | +154.7% | +150.0% |
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 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