+480.4%
STM vs DKS
+6,292.4%
-5,812.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.8% | +3.0% | +2.8% | +4.8% |
| 30D | -1.0% | -30.5% | +29.5% | +8.9% |
| 3M | -33.3% | -35.7% | +2.4% | -24.9% |
| 6M | +57.4% | -29.7% | +87.0% | +71.4% |
| YTD | +102.2% | -28.9% | +131.0% | +119.3% |
| 1Y | +99.6% | -35.9% | +135.5% | +124.0% |
| 3Y | +14.5% | +28.2% | -13.6% | -1.3% |
| 5Y | +21.4% | +11.8% | +9.6% | +3.6% |
| 10Y | +695.0% | +211.6% | +483.4% | +313.2% |
| All | +480.4% | +6,292.4% | -5,812.1% | +12.8% |
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