+2,223.9%
SPGI vs DKS
+6,292.4%
-4,068.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +0.1% | +3.0% | -2.9% | -0.6% |
| 30D | +8.4% | -30.5% | +38.9% | +16.0% |
| 3M | +11.8% | -35.7% | +47.5% | +21.7% |
| 6M | +5.7% | -29.7% | +35.4% | +11.9% |
| YTD | -9.7% | -28.9% | +19.2% | -4.8% |
| 1Y | -12.5% | -35.9% | +23.4% | -6.1% |
| 3Y | +21.8% | +28.2% | -6.3% | +5.7% |
| 5Y | +8.2% | +11.8% | -3.6% | -8.2% |
| 10Y | +309.5% | +211.6% | +97.9% | +130.4% |
| All | +2,223.9% | +6,292.4% | -4,068.6% | +574.2% |
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