+81.7%
SPY vs DKS
+15.5%
+66.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.4% | -2.9% | +2.5% | +0.1% |
| 30D | -1.4% | -37.7% | +36.3% | +6.2% |
| 3M | +3.7% | -38.9% | +42.6% | +11.8% |
| 6M | +13.0% | -31.1% | +44.1% | +18.5% |
| YTD | +12.4% | -31.8% | +44.2% | +17.9% |
| 1Y | +18.5% | -38.0% | +56.6% | +26.2% |
| 3Y | +77.6% | +28.6% | +49.0% | +58.4% |
| 5Y | +81.7% | +12.5% | +69.1% | +54.6% |
| All | +81.7% | +15.5% | +66.2% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling