-47.7%
QS vs DKS
+237.2%
-284.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -5.0% | -4.7% | -0.2% | -2.9% |
| 30D | -18.3% | -35.1% | +16.8% | -3.3% |
| 3M | -26.0% | -37.7% | +11.7% | -11.0% |
| 6M | -24.0% | -30.7% | +6.7% | -14.3% |
| YTD | -50.3% | -31.9% | -18.4% | -43.5% |
| 1Y | -38.0% | -40.0% | +2.0% | -24.7% |
| 3Y | -24.6% | +28.4% | -53.0% | -39.5% |
| 5Y | -75.4% | +12.4% | -87.9% | -81.6% |
| All | -47.7% | +237.2% | -284.9% | -54.9% |
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 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