+70.3%
PR vs DKS
+237.0%
-166.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.5% |
| 7D | -9.5% | +9.4% | -18.9% | -12.1% |
| 30D | -5.7% | +9.8% | -15.5% | -8.6% |
| 3M | +3.0% | -29.3% | +32.3% | +10.7% |
| 6M | +11.8% | -32.6% | +44.4% | +20.8% |
| YTD | +58.5% | -22.6% | +81.1% | +62.0% |
| 1Y | +69.9% | -29.8% | +99.7% | +78.8% |
| 3Y | +84.9% | +43.2% | +41.7% | +47.4% |
| 5Y | +246.4% | +29.8% | +216.6% | +166.9% |
| 10Y | +70.3% | +236.7% | -166.4% | -27.9% |
| All | +70.3% | +237.0% | -166.7% | -27.9% |
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