+6,201.4%
SOXX vs DKS
+6,016.3%
+185.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +3.0% | -4.7% | +7.8% | +4.5% |
| 30D | -3.1% | -35.1% | +31.9% | +7.5% |
| 3M | -4.4% | -37.7% | +33.3% | +6.8% |
| 6M | +52.9% | -30.7% | +83.6% | +64.9% |
| YTD | +72.0% | -31.9% | +103.9% | +86.2% |
| 1Y | +105.1% | -40.0% | +145.1% | +130.1% |
| 3Y | +220.6% | +28.4% | +192.2% | +178.6% |
| 5Y | +244.8% | +12.4% | +232.4% | +197.9% |
| 10Y | +1,537.1% | +197.8% | +1,339.3% | +822.6% |
| All | +6,201.4% | +6,016.3% | +185.1% | +1,420.9% |
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 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