+1,772.4%
SPG vs DKS
+6,292.4%
-4,520.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -2.4% | +3.0% | -5.4% | -3.6% |
| 30D | -6.8% | -30.5% | +23.7% | +4.0% |
| 3M | +2.7% | -35.7% | +38.4% | +17.9% |
| 6M | +5.5% | -29.7% | +35.1% | +16.1% |
| YTD | +15.7% | -28.9% | +44.6% | +26.2% |
| 1Y | +20.9% | -35.9% | +56.7% | +36.2% |
| 3Y | +112.4% | +28.2% | +84.2% | +68.2% |
| 5Y | +101.4% | +11.8% | +89.5% | +55.6% |
| 10Y | +60.6% | +211.6% | -151.0% | -32.9% |
| All | +1,772.4% | +6,292.4% | -4,520.1% | +227.2% |
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