+689.9%
SEI vs DKS
+267.8%
+422.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.6% |
| 7D | +28.2% | -2.9% | +31.1% | +28.9% |
| 30D | +15.5% | -37.7% | +53.2% | +28.1% |
| 3M | -1.4% | -38.9% | +37.6% | +9.3% |
| 6M | +37.4% | -31.1% | +68.5% | +46.9% |
| YTD | +47.8% | -31.8% | +79.6% | +58.4% |
| 1Y | +174.3% | -38.0% | +212.3% | +201.7% |
| 3Y | +598.5% | +28.6% | +569.9% | +528.8% |
| 5Y | +1,026.2% | +12.5% | +1,013.7% | +897.4% |
| All | +689.9% | +267.8% | +422.1% | +333.7% |
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