+485.4%
P vs DKS
+255.8%
+229.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +6.5% | +3.0% | +3.5% | +5.7% |
| 30D | +18.8% | -30.5% | +49.4% | +28.3% |
| 3M | +26.7% | -35.7% | +62.4% | +39.1% |
| 6M | +62.2% | -29.7% | +91.9% | +72.1% |
| YTD | +48.5% | -28.9% | +77.4% | +56.9% |
| 1Y | +26.4% | -35.9% | +62.3% | +35.8% |
| 3Y | +159.4% | +28.2% | +131.3% | +121.1% |
| 5Y | +275.8% | +11.8% | +264.0% | +213.2% |
| 10Y | +732.0% | +211.6% | +520.4% | +299.8% |
| All | +485.4% | +255.8% | +229.6% | +161.7% |
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