+169.5%
PR vs DKS
+311.0%
-141.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.2% |
| 3M | +16.9% | -35.7% | +52.6% | +29.2% |
| 6M | +28.2% | -29.7% | +57.9% | +36.4% |
| YTD | +69.3% | -28.9% | +98.2% | +78.8% |
| 1Y | +69.5% | -35.9% | +105.4% | +84.1% |
| 3Y | +81.7% | +28.2% | +53.5% | +51.8% |
| 5Y | +422.2% | +11.8% | +410.4% | +327.6% |
| 10Y | +110.4% | +211.6% | -101.2% | -2.3% |
| All | +169.5% | +311.0% | -141.5% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling