-4.6%
STM vs DKS
+26.5%
-31.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.3% |
| 7D | +12.0% | +6.3% | +5.7% | +9.8% |
| 30D | -0.4% | +9.3% | -9.7% | -3.8% |
| 3M | -13.2% | -25.3% | +12.1% | -6.9% |
| 6M | -26.1% | -29.2% | +3.1% | -19.6% |
| YTD | +81.2% | -22.7% | +103.9% | +90.1% |
| 1Y | +98.3% | -30.1% | +128.4% | +116.0% |
| 3Y | +16.7% | +45.6% | -28.9% | -5.0% |
| All | -4.6% | +26.5% | -31.0% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling