+272.5%
RF vs DKS
+224.7%
+47.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | -2.1% | +1.2% | -0.4% |
| 30D | +6.0% | +7.3% | -1.3% | +3.5% |
| 3M | -8.9% | -28.4% | +19.5% | -2.0% |
| 6M | +2.3% | -36.9% | +39.2% | +14.0% |
| YTD | +7.6% | -27.3% | +34.9% | +14.0% |
| 1Y | +21.2% | -33.2% | +54.4% | +31.7% |
| 3Y | +108.5% | +32.2% | +76.4% | +72.6% |
| 5Y | +43.2% | +22.3% | +21.0% | +14.6% |
| All | +272.5% | +224.7% | +47.8% | +70.9% |
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