+58.7%
SO vs DKS
+9.4%
+49.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.1% |
| 7D | +1.0% | -0.4% | +1.5% | +1.0% |
| 30D | -3.2% | -36.6% | +33.4% | -2.5% |
| 3M | -1.7% | -37.6% | +35.9% | -0.9% |
| 6M | -7.2% | -32.1% | +24.9% | -6.6% |
| YTD | +4.6% | -32.3% | +36.9% | +5.2% |
| 1Y | +1.2% | -39.5% | +40.7% | +2.0% |
| 3Y | +45.3% | +27.7% | +17.6% | +41.1% |
| 5Y | +58.7% | +15.0% | +43.7% | +51.5% |
| All | +58.7% | +9.4% | +49.3% | +51.5% |
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