+1,537.1%
SOXX vs DKS
+206.3%
+1,330.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | -3.6% | -32.7% | +29.2% | +4.8% |
| 3M | -10.2% | -38.8% | +28.6% | -0.3% |
| 6M | +54.2% | -29.4% | +83.7% | +64.2% |
| YTD | +75.2% | -30.3% | +105.5% | +86.9% |
| 1Y | +107.5% | -39.6% | +147.1% | +129.7% |
| 3Y | +226.8% | +32.2% | +194.6% | +189.7% |
| 5Y | +251.2% | +15.1% | +236.1% | +208.0% |
| All | +1,537.1% | +206.3% | +1,330.8% | +903.6% |
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 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