+267.7%
PR vs DKS
+26.5%
+241.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.5% | +0.7% |
| 7D | +6.0% | +6.3% | -0.3% | +4.7% |
| 30D | -4.2% | +9.3% | -13.5% | -6.1% |
| 3M | +10.0% | -25.3% | +35.2% | +14.9% |
| 6M | +15.6% | -29.2% | +44.8% | +21.4% |
| YTD | +68.2% | -22.7% | +90.9% | +71.0% |
| 1Y | +79.2% | -30.1% | +109.3% | +86.8% |
| 3Y | +94.9% | +45.6% | +49.3% | +64.2% |
| All | +267.7% | +26.5% | +241.2% | +193.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling