+139.2%
SLB vs DKS
+9.4%
+129.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.1% |
| 7D | +0.4% | -0.4% | +0.9% | +0.5% |
| 30D | +13.6% | -36.6% | +50.2% | +21.3% |
| 3M | +1.5% | -37.6% | +39.1% | +8.4% |
| 6M | +23.0% | -32.1% | +55.1% | +28.8% |
| YTD | +51.2% | -32.3% | +83.5% | +58.4% |
| 1Y | +63.5% | -39.5% | +103.0% | +74.3% |
| 3Y | +2.5% | +27.7% | -25.2% | -2.7% |
| 5Y | +139.2% | +15.0% | +124.2% | +131.4% |
| All | +139.2% | +9.4% | +129.8% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling