+1,112.1%
PSX vs DKS
+294.1%
+818.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.5% | +3.0% | +1.5% | +3.8% |
| 30D | +26.6% | -30.5% | +57.1% | +35.2% |
| 3M | +39.3% | -35.7% | +75.0% | +50.8% |
| 6M | +56.8% | -29.7% | +86.5% | +65.1% |
| YTD | +101.8% | -28.9% | +130.7% | +111.5% |
| 1Y | +99.6% | -35.9% | +135.5% | +113.4% |
| 3Y | +140.3% | +28.2% | +112.2% | +112.1% |
| 5Y | +339.3% | +11.8% | +327.5% | +279.7% |
| 10Y | +369.9% | +211.6% | +158.3% | +169.4% |
| All | +1,112.1% | +294.1% | +818.0% | +509.9% |
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