+597.0%
SE vs DKS
+556.2%
+40.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +2.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | -0.1% | -36.6% | +36.5% | +11.0% |
| 3M | +34.1% | -37.6% | +71.8% | +49.2% |
| 6M | +23.2% | -32.1% | +55.3% | +32.3% |
| YTD | -11.2% | -32.3% | +21.2% | -4.7% |
| 1Y | -40.5% | -39.5% | -1.0% | -34.4% |
| 3Y | +196.3% | +27.7% | +168.6% | +144.8% |
| 5Y | -67.0% | +15.0% | -82.1% | -72.9% |
| All | +597.0% | +556.2% | +40.8% | +357.2% |
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