+265.2%
SU vs DKS
+206.3%
+58.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.5% |
| 7D | +2.2% | -2.0% | +4.3% | +2.5% |
| 30D | +8.4% | -32.7% | +41.2% | +14.7% |
| 3M | +12.1% | -38.8% | +50.9% | +20.1% |
| 6M | +19.7% | -29.4% | +49.1% | +24.2% |
| YTD | +58.4% | -30.3% | +88.7% | +64.4% |
| 1Y | +67.2% | -39.6% | +106.8% | +77.6% |
| 3Y | +125.0% | +32.2% | +92.9% | +99.0% |
| 5Y | +355.1% | +15.1% | +340.0% | +295.9% |
| All | +265.2% | +206.3% | +58.8% | +101.9% |
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 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