+2,411.5%
SAP vs DKS
+6,749.1%
-4,337.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +0.7% |
| 7D | +1.6% | +3.8% | -2.2% | +0.8% |
| 30D | +10.5% | +8.1% | +2.5% | +8.6% |
| 3M | +15.2% | -28.6% | +43.8% | +21.3% |
| 6M | +36.7% | -33.6% | +70.3% | +45.5% |
| YTD | -0.6% | -23.8% | +23.2% | +2.2% |
| 1Y | -4.1% | -30.7% | +26.6% | +0.5% |
| 3Y | +73.2% | +41.5% | +31.7% | +50.4% |
| 5Y | +74.1% | +23.0% | +51.1% | +48.9% |
| 10Y | +222.9% | +236.0% | -13.0% | +96.1% |
| All | +2,411.5% | +6,749.1% | -4,337.5% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling