+2,368.4%
SPGI vs DKS
+6,749.1%
-4,380.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -0.4% |
| 7D | -0.9% | +3.8% | -4.7% | -1.8% |
| 30D | +15.5% | +8.1% | +7.4% | +13.3% |
| 3M | +15.7% | -28.6% | +44.3% | +22.6% |
| 6M | +19.1% | -33.6% | +52.7% | +27.8% |
| YTD | -4.1% | -23.8% | +19.7% | -0.8% |
| 1Y | +1.2% | -30.7% | +31.9% | +6.8% |
| 3Y | +31.6% | +41.5% | -9.9% | +11.3% |
| 5Y | +12.4% | +23.0% | -10.6% | -6.7% |
| 10Y | +334.3% | +236.0% | +98.3% | +139.5% |
| All | +2,368.4% | +6,749.1% | -4,380.7% | +602.4% |
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