+1,645.9%
PLTR vs DKS
+175.7%
+1,470.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -9.1% | -4.7% | -4.4% | -7.7% |
| 30D | -5.2% | -35.1% | +29.9% | +7.0% |
| 3M | +27.4% | -37.7% | +65.1% | +45.1% |
| 6M | +9.7% | -30.7% | +40.5% | +19.5% |
| YTD | -6.7% | -31.9% | +25.2% | +1.5% |
| 1Y | -0.5% | -40.0% | +39.5% | +12.7% |
| 3Y | +996.2% | +28.4% | +967.8% | +784.4% |
| 5Y | +531.1% | +12.4% | +518.7% | +366.9% |
| All | +1,645.9% | +175.7% | +1,470.2% | +1,090.2% |
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