+3,781.0%
SHOP vs DKS
+226.4%
+3,554.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.7% |
| 7D | -1.2% | +6.3% | -7.5% | -3.3% |
| 30D | -14.7% | +9.3% | -24.0% | -17.3% |
| 3M | -7.2% | -25.3% | +18.1% | -0.8% |
| 6M | +54.2% | -29.2% | +83.4% | +67.0% |
| YTD | -8.6% | -22.7% | +14.1% | -4.5% |
| 1Y | +0.5% | -30.1% | +30.6% | +8.6% |
| 3Y | +135.9% | +45.6% | +90.3% | +101.1% |
| 5Y | -11.9% | +28.5% | -40.4% | -25.3% |
| All | +3,781.0% | +226.4% | +3,554.6% | +2,311.5% |
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