+99.6%
PR vs DKS
+210.1%
-110.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.9% | +3.0% | -0.1% | +2.0% |
| 30D | +18.0% | -30.5% | +48.6% | +28.4% |
| 3M | +16.9% | -35.7% | +52.6% | +29.5% |
| 6M | +28.2% | -29.7% | +57.9% | +36.6% |
| YTD | +69.3% | -28.9% | +98.2% | +79.0% |
| 1Y | +69.5% | -35.9% | +105.4% | +84.3% |
| 3Y | +81.7% | +28.2% | +53.5% | +50.9% |
| 5Y | +422.2% | +11.8% | +410.4% | +324.9% |
| All | +99.6% | +210.1% | -110.5% | -11.4% |
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