+65.2%
PR vs DKS
+224.7%
-159.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -16.4% | -2.1% | -14.3% | -16.1% |
| 30D | -1.9% | +7.3% | -9.2% | -4.3% |
| 3M | +8.0% | -28.4% | +36.4% | +15.5% |
| 6M | +4.1% | -36.9% | +41.0% | +14.7% |
| YTD | +58.7% | -27.3% | +86.0% | +65.3% |
| 1Y | +75.8% | -33.2% | +109.1% | +87.7% |
| 3Y | +73.2% | +32.2% | +41.0% | +41.5% |
| 5Y | +230.1% | +22.3% | +207.9% | +158.9% |
| All | +65.2% | +224.7% | -159.6% | -28.2% |
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