+808.0%
SO vs DKS
+6,292.4%
-5,484.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.2% | +3.0% | -3.2% | -0.4% |
| 30D | -4.6% | -30.5% | +26.0% | -2.3% |
| 3M | -3.0% | -35.7% | +32.7% | -0.1% |
| 6M | -8.3% | -29.7% | +21.4% | -6.3% |
| YTD | +3.5% | -28.9% | +32.4% | +5.5% |
| 1Y | -0.9% | -35.9% | +34.9% | +1.7% |
| 3Y | +45.4% | +28.2% | +17.2% | +37.5% |
| 5Y | +59.6% | +11.8% | +47.8% | +49.7% |
| 10Y | +156.6% | +211.6% | -55.0% | +103.9% |
| All | +808.0% | +6,292.4% | -5,484.5% | +426.4% |
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