+368.5%
PSX vs DKS
+15.5%
+353.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.8% | -2.9% | +4.7% | +2.2% |
| 30D | +21.6% | -37.7% | +59.4% | +29.1% |
| 3M | +46.5% | -38.9% | +85.4% | +55.6% |
| 6M | +62.0% | -31.1% | +93.1% | +67.7% |
| YTD | +106.3% | -31.8% | +138.1% | +113.7% |
| 1Y | +103.0% | -38.0% | +141.0% | +113.1% |
| 3Y | +135.5% | +28.6% | +106.9% | +123.1% |
| 5Y | +368.5% | +12.5% | +356.0% | +353.6% |
| All | +368.5% | +15.5% | +353.0% | +353.6% |
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