+39.5%
PL vs DKS
+104.7%
-65.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.6% |
| 7D | +10.0% | +6.3% | +3.7% | +7.8% |
| 30D | -2.3% | +9.3% | -11.6% | -5.9% |
| 3M | -44.2% | -25.3% | -18.9% | -39.9% |
| 6M | -66.1% | -29.2% | -36.9% | -63.1% |
| YTD | -30.0% | -22.7% | -7.2% | -27.4% |
| 1Y | +21.0% | -30.1% | +51.1% | +30.3% |
| 3Y | +516.5% | +45.6% | +470.9% | +414.4% |
| 5Y | +32.0% | +28.5% | +3.6% | +1.3% |
| All | +39.5% | +104.7% | -65.2% | +5.7% |
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 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