+252.8%
SPOT vs DKS
+414.4%
-161.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -3.1% | -3.0% | -0.1% | -2.5% |
| 30D | +7.4% | -33.4% | +40.8% | +14.6% |
| 3M | +8.2% | -39.4% | +47.5% | +17.6% |
| 6M | +2.2% | -30.1% | +32.3% | +7.3% |
| YTD | -9.5% | -31.0% | +21.5% | -5.1% |
| 1Y | -23.8% | -40.2% | +16.3% | -18.1% |
| 3Y | +233.5% | +30.9% | +202.5% | +186.7% |
| 5Y | +112.2% | +14.0% | +98.2% | +78.7% |
| All | +252.8% | +414.4% | -161.6% | +109.2% |
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 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