+307.8%
SPY vs DKS
+226.4%
+81.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -0.8% |
| 7D | +2.6% | +6.3% | -3.7% | +1.5% |
| 30D | -2.0% | +9.3% | -11.3% | -3.6% |
| 3M | -2.8% | -25.3% | +22.5% | +0.8% |
| 6M | +2.1% | -29.2% | +31.3% | +6.5% |
| YTD | +11.5% | -22.7% | +34.2% | +14.0% |
| 1Y | +13.5% | -30.1% | +43.6% | +18.1% |
| 3Y | +77.7% | +45.6% | +32.1% | +57.5% |
| 5Y | +72.6% | +28.5% | +44.1% | +50.6% |
| All | +307.8% | +226.4% | +81.4% | +159.8% |
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