+28.7%
SRE vs DKS
+29.1%
-0.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -0.8% | -3.0% | +2.1% | -0.6% |
| 30D | -3.0% | -33.4% | +30.4% | -0.2% |
| 3M | -8.3% | -39.4% | +31.1% | -4.8% |
| 6M | -8.9% | -30.1% | +21.2% | -7.0% |
| YTD | -4.3% | -31.0% | +26.7% | -2.2% |
| 1Y | +2.7% | -40.2% | +42.9% | +6.4% |
| 3Y | +28.7% | +30.9% | -2.3% | +12.5% |
| All | +28.7% | +29.1% | -0.5% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling