+1,247.8%
SPY vs DKS
+6,842.3%
-5,594.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -0.9% |
| 7D | +2.6% | +6.3% | -3.7% | +1.2% |
| 30D | -2.0% | +9.3% | -11.3% | -4.0% |
| 3M | -2.8% | -25.3% | +22.5% | +1.4% |
| 6M | +2.1% | -29.2% | +31.3% | +7.3% |
| YTD | +11.5% | -22.7% | +34.2% | +14.5% |
| 1Y | +13.5% | -30.1% | +43.6% | +18.9% |
| 3Y | +77.7% | +45.6% | +32.1% | +53.5% |
| 5Y | +72.6% | +28.5% | +44.1% | +46.9% |
| 10Y | +308.2% | +235.2% | +72.9% | +150.1% |
| All | +1,247.8% | +6,842.3% | -5,594.4% | +390.6% |
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 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