+153.1%
SO vs DKS
+206.3%
-53.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.8% |
| 7D | -1.1% | -2.0% | +1.0% | -0.9% |
| 30D | -5.0% | -32.7% | +27.7% | -2.8% |
| 3M | -5.8% | -38.8% | +33.0% | -3.0% |
| 6M | -7.9% | -29.4% | +21.5% | -6.3% |
| YTD | +2.4% | -30.3% | +32.7% | +4.2% |
| 1Y | -2.3% | -39.6% | +37.3% | +0.3% |
| 3Y | +41.9% | +32.2% | +9.7% | +33.7% |
| 5Y | +58.1% | +15.1% | +42.9% | +47.8% |
| All | +153.1% | +206.3% | -53.3% | +86.9% |
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 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