+95.7%
QQQ vs DKS
+13.6%
+82.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -0.6% | -3.0% | +2.4% | 0.0% |
| 30D | -1.2% | -33.4% | +32.2% | +6.4% |
| 3M | -0.2% | -39.4% | +39.2% | +9.5% |
| 6M | +17.9% | -30.1% | +48.0% | +24.4% |
| YTD | +16.6% | -31.0% | +47.6% | +23.2% |
| 1Y | +23.0% | -40.2% | +63.2% | +34.0% |
| 3Y | +92.9% | +30.9% | +62.0% | +65.7% |
| All | +95.7% | +13.6% | +82.1% | +55.5% |
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