+318.0%
SPYM vs DKS
+203.5%
+114.6%
-33.9%
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% | +0.6% |
| 7D | -0.8% | -3.0% | +2.2% | -0.3% |
| 30D | -1.1% | -33.4% | +32.3% | +4.9% |
| 3M | +3.9% | -39.4% | +43.2% | +11.9% |
| 6M | +13.6% | -30.1% | +43.7% | +18.8% |
| YTD | +12.7% | -31.0% | +43.7% | +18.0% |
| 1Y | +17.6% | -40.2% | +57.8% | +25.9% |
| 3Y | +77.2% | +30.9% | +46.3% | +60.1% |
| 5Y | +84.1% | +14.0% | +70.1% | +63.9% |
| All | +318.0% | +203.5% | +114.6% | +176.0% |
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