+1,979.1%
SRE vs DKS
+6,026.4%
-4,047.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | +1.5% | -2.9% | +4.4% | +1.8% |
| 30D | +0.8% | -37.7% | +38.5% | +6.6% |
| 3M | -5.8% | -38.9% | +33.1% | -0.3% |
| 6M | -7.8% | -31.1% | +23.3% | -4.3% |
| YTD | -2.4% | -31.8% | +29.5% | +1.3% |
| 1Y | +8.9% | -38.0% | +46.9% | +14.3% |
| 3Y | +31.1% | +28.6% | +2.5% | +20.7% |
| 5Y | +48.6% | +12.5% | +36.1% | +34.8% |
| 10Y | +126.1% | +198.3% | -72.2% | +61.6% |
| All | +1,979.1% | +6,026.4% | -4,047.4% | +992.6% |
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