+2,010.8%
SPG vs DKS
+6,654.9%
-4,644.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.5% |
| 7D | +3.1% | +3.3% | -0.1% | +1.8% |
| 30D | +16.4% | +5.9% | +10.5% | +13.5% |
| 3M | +7.1% | -27.4% | +34.5% | +16.8% |
| 6M | +16.1% | -32.6% | +48.7% | +29.5% |
| YTD | +30.4% | -24.8% | +55.3% | +38.3% |
| 1Y | +33.0% | -32.8% | +65.8% | +46.9% |
| 3Y | +134.6% | +39.1% | +95.6% | +78.9% |
| 5Y | +84.9% | +25.0% | +59.9% | +36.0% |
| 10Y | +114.9% | +226.2% | -111.3% | -12.1% |
| All | +2,010.8% | +6,654.9% | -4,644.1% | +258.4% |
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