+388.8%
SIMO vs DKS
+226.4%
+162.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.4% | -6.1% |
| 7D | +4.1% | +6.3% | -2.2% | +3.0% |
| 30D | -24.0% | +9.3% | -33.3% | -25.5% |
| 3M | -31.8% | -25.3% | -6.5% | -29.3% |
| 6M | -36.9% | -29.2% | -7.7% | -34.3% |
| YTD | +84.8% | -22.7% | +107.6% | +88.2% |
| 1Y | +99.0% | -30.1% | +129.1% | +106.4% |
| 3Y | +217.9% | +45.6% | +172.3% | +184.6% |
| 5Y | +171.5% | +28.5% | +143.0% | +140.0% |
| All | +388.8% | +226.4% | +162.3% | +209.7% |
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 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