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  • SMCI vs DKS✓SelectedUSD · DKSSMCI vs DKS performance historyLatest closeAs of-3.30%09/09
Stock and ETF performance explorer

SMCI vs DKS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,344.1%
DKS return
+535.5%
Excess return
+3,808.6%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDKSExcessAlpha
1D-3.3%+0.7%-4.1%-3.6%
7D+5.2%-2.9%+8.1%+6.2%
30D+23.7%-37.7%+61.5%+41.2%
3M-4.2%-38.9%+34.7%+10.2%
6M+21.7%-31.1%+52.8%+34.3%
YTD+33.0%-31.8%+64.8%+47.5%
1Y-9.3%-38.0%+28.8%+3.9%
3Y+38.7%+28.6%+10.1%+22.0%
5Y+967.2%+12.5%+954.6%+830.2%
10Y+1,745.9%+198.3%+1,547.6%+904.5%
All+4,344.1%+535.5%+3,808.6%+1,486.9%

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