+84.5%
PR vs DKS
+226.4%
-142.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.5% | +0.4% |
| 7D | +6.0% | +6.3% | -0.3% | +4.0% |
| 30D | -4.2% | +9.3% | -13.5% | -7.1% |
| 3M | +10.0% | -25.3% | +35.2% | +16.2% |
| 6M | +15.6% | -29.2% | +44.8% | +23.0% |
| YTD | +68.2% | -22.7% | +90.9% | +72.0% |
| 1Y | +79.2% | -30.1% | +109.3% | +88.9% |
| 3Y | +94.9% | +45.6% | +49.3% | +54.4% |
| 5Y | +272.8% | +28.5% | +244.3% | +188.1% |
| All | +84.5% | +226.4% | -142.0% | -22.5% |
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