+32.9%
PL vs DKS
+25.2%
+7.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -2.0% |
| 7D | +22.3% | +3.3% | +19.0% | +20.9% |
| 30D | -8.3% | +5.9% | -14.2% | -10.9% |
| 3M | -43.3% | -27.4% | -15.8% | -37.6% |
| 6M | -65.8% | -32.6% | -33.2% | -61.7% |
| YTD | -29.5% | -24.8% | -4.7% | -26.0% |
| 1Y | +11.7% | -32.8% | +44.6% | +23.3% |
| 3Y | +540.6% | +39.1% | +501.5% | +417.6% |
| 5Y | +32.9% | +25.0% | +7.9% | -1.3% |
| All | +32.9% | +25.2% | +7.7% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling