+179.0%
SAP vs DKS
+197.0%
-18.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | +0.3% | -37.7% | +38.0% | +6.6% |
| 3M | +16.9% | -38.9% | +55.8% | +24.5% |
| 6M | +6.3% | -31.1% | +37.4% | +10.7% |
| YTD | -12.4% | -31.8% | +19.4% | -8.9% |
| 1Y | -21.6% | -38.0% | +16.4% | -17.4% |
| 3Y | +54.8% | +28.6% | +26.2% | +42.2% |
| 5Y | +56.2% | +12.5% | +43.6% | +41.3% |
| 10Y | +179.0% | +198.3% | -19.3% | +98.3% |
| All | +179.0% | +197.0% | -18.0% | +98.3% |
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