+397.5%
STM vs DKS
+6,856.2%
-6,458.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -7.9% | +9.4% | -17.3% | -10.7% |
| 30D | -14.1% | +9.8% | -23.9% | -17.2% |
| 3M | -17.6% | -29.3% | +11.7% | -10.5% |
| 6M | -24.2% | -32.6% | +8.3% | -16.8% |
| YTD | +73.3% | -22.6% | +95.9% | +81.4% |
| 1Y | +90.1% | -29.8% | +119.9% | +105.7% |
| 3Y | +10.3% | +43.2% | -32.9% | -8.8% |
| 5Y | -5.7% | +29.8% | -35.6% | -23.7% |
| 10Y | +444.1% | +236.7% | +207.4% | +174.1% |
| All | +397.5% | +6,856.2% | -6,458.7% | -6.6% |
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