+864.4%
SO vs DKS
+6,842.3%
-5,977.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +1.0% |
| 7D | +1.4% | +6.3% | -5.0% | +0.8% |
| 30D | +4.7% | +9.3% | -4.6% | +3.9% |
| 3M | +1.7% | -25.3% | +27.0% | +3.5% |
| 6M | +2.2% | -29.2% | +31.3% | +4.2% |
| YTD | +10.0% | -22.7% | +32.7% | +11.2% |
| 1Y | +6.0% | -30.1% | +36.2% | +8.0% |
| 3Y | +54.1% | +45.6% | +8.5% | +44.1% |
| 5Y | +79.6% | +28.5% | +51.2% | +66.4% |
| 10Y | +195.5% | +235.2% | -39.7% | +133.3% |
| All | +864.4% | +6,842.3% | -5,977.8% | +454.6% |
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