+444.1%
STM vs DKS
+237.0%
+207.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -7.9% | +9.4% | -17.3% | -10.3% |
| 30D | -14.1% | +9.8% | -23.9% | -16.8% |
| 3M | -17.6% | -29.3% | +11.7% | -11.2% |
| 6M | -24.2% | -32.6% | +8.3% | -17.6% |
| YTD | +73.3% | -22.6% | +95.9% | +80.7% |
| 1Y | +90.1% | -29.8% | +119.9% | +104.1% |
| 3Y | +10.3% | +43.2% | -32.9% | -5.2% |
| 5Y | -5.7% | +29.8% | -35.6% | -20.8% |
| 10Y | +444.1% | +236.7% | +207.4% | +189.6% |
| All | +444.1% | +237.0% | +207.1% | +189.6% |
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 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