+64.2%
T vs DKS
+15.5%
+48.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -3.1% | -2.9% | -0.2% | -3.0% |
| 30D | +4.6% | -37.7% | +42.3% | +6.7% |
| 3M | +12.2% | -38.9% | +51.2% | +14.6% |
| 6M | -6.5% | -31.1% | +24.6% | -5.2% |
| YTD | +4.9% | -31.8% | +36.7% | +6.3% |
| 1Y | -10.5% | -38.0% | +27.6% | -8.9% |
| 3Y | +104.6% | +28.6% | +76.0% | +90.1% |
| 5Y | +64.2% | +12.5% | +51.7% | +52.5% |
| All | +64.2% | +15.5% | +48.7% | +52.5% |
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