+559.3%
ROKU vs DKS
+543.5%
+15.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | -0.4% | -2.0% | +1.6% | +0.3% |
| 30D | +2.1% | -32.7% | +34.8% | +15.0% |
| 3M | +29.5% | -38.8% | +68.3% | +50.7% |
| 6M | +53.8% | -29.4% | +83.2% | +67.6% |
| YTD | +42.8% | -30.3% | +73.1% | +55.5% |
| 1Y | +60.7% | -39.6% | +100.3% | +84.1% |
| 3Y | +83.9% | +32.2% | +51.7% | +49.9% |
| 5Y | -52.8% | +15.1% | -67.9% | -61.5% |
| All | +559.3% | +543.5% | +15.8% | +152.8% |
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