+408.3%
SYY vs DKS
+5,981.0%
-5,572.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.7% |
| 7D | -2.8% | -0.4% | -2.3% | -2.7% |
| 30D | -5.3% | -36.6% | +31.3% | +2.4% |
| 3M | +5.1% | -37.6% | +42.7% | +13.8% |
| 6M | -5.0% | -32.1% | +27.1% | +0.7% |
| YTD | +10.7% | -32.3% | +43.0% | +17.2% |
| 1Y | +0.7% | -39.5% | +40.2% | +8.6% |
| 3Y | +24.0% | +27.7% | -3.6% | +9.4% |
| 5Y | +19.3% | +15.0% | +4.3% | +2.9% |
| 10Y | +96.4% | +192.6% | -96.2% | +23.7% |
| All | +408.3% | +5,981.0% | -5,572.6% | +135.1% |
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