+358.3%
SE vs DKS
+628.9%
-270.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.5% |
| 7D | -1.5% | +3.3% | -4.7% | -2.4% |
| 30D | -22.3% | +5.9% | -28.2% | -23.7% |
| 3M | -41.8% | -27.4% | -14.4% | -38.0% |
| 6M | -22.4% | -32.6% | +10.2% | -16.4% |
| YTD | -41.6% | -24.8% | -16.8% | -39.5% |
| 1Y | -48.0% | -32.8% | -15.2% | -44.3% |
| 3Y | +63.9% | +39.1% | +24.8% | +31.7% |
| 5Y | -78.2% | +25.0% | -103.2% | -82.5% |
| All | +358.3% | +628.9% | -270.6% | +190.5% |
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