+394.2%
SLB vs DKS
+6,292.4%
-5,898.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | +3.0% | -2.2% | +0.1% |
| 30D | +15.8% | -30.5% | +46.4% | +25.1% |
| 3M | -0.3% | -35.7% | +35.3% | +9.4% |
| 6M | +21.3% | -29.7% | +51.0% | +29.4% |
| YTD | +52.3% | -28.9% | +81.2% | +61.8% |
| 1Y | +63.6% | -35.9% | +99.5% | +78.0% |
| 3Y | +3.8% | +28.2% | -24.4% | -9.8% |
| 5Y | +128.6% | +11.8% | +116.8% | +93.9% |
| 10Y | -3.1% | +211.6% | -214.7% | -46.1% |
| All | +394.2% | +6,292.4% | -5,898.2% | +49.7% |
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