+568.6%
SE vs DKS
+561.1%
+7.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -3.6% | -2.9% | -0.7% | -2.9% |
| 30D | -5.3% | -37.7% | +32.4% | +5.8% |
| 3M | +28.1% | -38.9% | +67.0% | +43.5% |
| 6M | +20.7% | -31.1% | +51.7% | +29.0% |
| YTD | -14.8% | -31.8% | +17.0% | -8.8% |
| 1Y | -43.6% | -38.0% | -5.5% | -38.2% |
| 3Y | +184.2% | +28.6% | +155.6% | +134.3% |
| 5Y | -66.3% | +12.5% | -78.8% | -72.2% |
| All | +568.6% | +561.1% | +7.5% | +337.5% |
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