+361.6%
PSX vs DKS
+226.4%
+135.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.2% |
| 7D | +7.8% | +6.3% | +1.5% | +6.4% |
| 30D | -10.9% | +9.3% | -20.2% | -12.8% |
| 3M | +14.5% | -25.3% | +39.8% | +19.6% |
| 6M | +56.1% | -29.2% | +85.3% | +63.9% |
| YTD | +109.6% | -22.7% | +132.3% | +114.3% |
| 1Y | +95.5% | -30.1% | +125.6% | +104.4% |
| 3Y | +156.2% | +45.6% | +110.6% | +119.8% |
| 5Y | +310.0% | +28.5% | +281.5% | +243.7% |
| All | +361.6% | +226.4% | +135.2% | +138.3% |
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 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