+823.3%
SPYM vs DKS
+1,057.6%
-234.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | -0.9% | -36.6% | +35.7% | +7.2% |
| 3M | +3.9% | -37.6% | +41.5% | +12.5% |
| 6M | +14.5% | -32.1% | +46.6% | +21.4% |
| YTD | +13.0% | -32.3% | +45.3% | +19.6% |
| 1Y | +19.4% | -39.5% | +58.9% | +28.9% |
| 3Y | +78.9% | +27.7% | +51.2% | +59.6% |
| 5Y | +82.3% | +15.0% | +67.3% | +59.2% |
| 10Y | +314.7% | +192.6% | +122.1% | +164.7% |
| All | +823.3% | +1,057.6% | -234.3% | +274.4% |
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