+64.8%
SLB vs DKS
+27.3%
+37.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.1% |
| 7D | -3.7% | +3.8% | -7.5% | -4.4% |
| 30D | +2.9% | +8.1% | -5.2% | +1.4% |
| 3M | +0.2% | -28.6% | +28.8% | +4.7% |
| 6M | -4.4% | -33.6% | +29.2% | +0.7% |
| YTD | +33.4% | -23.8% | +57.2% | +36.7% |
| 1Y | +40.8% | -30.7% | +71.5% | +46.6% |
| 3Y | +3.2% | +41.5% | -38.3% | -4.3% |
| 5Y | +64.8% | +23.0% | +41.8% | +50.2% |
| All | +64.8% | +27.3% | +37.5% | +50.2% |
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 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