+1,668.3%
PLTR vs DKS
+212.9%
+1,455.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -3.0% |
| 7D | +4.7% | +6.3% | -1.6% | +2.7% |
| 30D | -16.4% | +9.3% | -25.7% | -19.1% |
| 3M | -6.2% | -25.3% | +19.1% | +0.5% |
| 6M | +29.2% | -29.2% | +58.4% | +39.7% |
| YTD | -5.5% | -22.7% | +17.2% | -2.0% |
| 1Y | -2.4% | -30.1% | +27.7% | +4.9% |
| 3Y | +752.3% | +45.6% | +706.7% | +555.7% |
| 5Y | +635.8% | +28.5% | +607.4% | +418.8% |
| All | +1,668.3% | +212.9% | +1,455.4% | +1,048.9% |
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