+296.4%
SPGI vs DKS
+197.0%
+99.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -3.1% | -2.9% | -0.2% | -2.6% |
| 30D | +2.0% | -37.7% | +39.7% | +9.1% |
| 3M | +4.3% | -38.9% | +43.3% | +11.8% |
| 6M | -0.2% | -31.1% | +30.9% | +4.3% |
| YTD | -14.8% | -31.8% | +17.0% | -10.9% |
| 1Y | -18.5% | -38.0% | +19.5% | -13.8% |
| 3Y | +16.0% | +28.6% | -12.7% | +4.6% |
| 5Y | +2.2% | +12.5% | -10.3% | -9.5% |
| 10Y | +296.4% | +198.3% | +98.1% | +153.4% |
| All | +296.4% | +197.0% | +99.4% | +153.4% |
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 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