+1,144.9%
STX vs DKS
+9.4%
+1,135.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.4% | +7.4% |
| 7D | +10.7% | -0.4% | +11.2% | +10.7% |
| 30D | +11.3% | -36.6% | +47.9% | +20.1% |
| 3M | +3.2% | -37.6% | +40.8% | +10.8% |
| 6M | +157.0% | -32.1% | +189.0% | +168.2% |
| YTD | +229.2% | -32.3% | +261.5% | +244.0% |
| 1Y | +381.8% | -39.5% | +421.3% | +415.6% |
| 3Y | +1,383.2% | +27.7% | +1,355.5% | +1,169.7% |
| 5Y | +1,144.9% | +15.0% | +1,129.9% | +893.9% |
| All | +1,144.9% | +9.4% | +1,135.5% | +893.9% |
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