+44.8%
PL vs DKS
+104.6%
-59.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +13.4% | +1.3% | +12.1% | +13.1% |
| 30D | -10.2% | +8.9% | -19.0% | -13.3% |
| 3M | -39.5% | -26.4% | -13.1% | -34.4% |
| 6M | -65.7% | -31.1% | -34.7% | -62.3% |
| YTD | -27.3% | -22.8% | -4.5% | -24.6% |
| 1Y | +15.0% | -29.5% | +44.5% | +23.3% |
| 3Y | +560.8% | +42.8% | +518.0% | +454.7% |
| 5Y | +38.4% | +29.2% | +9.2% | +6.2% |
| All | +44.8% | +104.6% | -59.7% | +9.8% |
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