+2,664.3%
TSLA vs DKS
+203.5%
+2,460.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +3.2% | -3.0% | +6.2% | +4.0% |
| 30D | +11.6% | -33.4% | +45.0% | +22.8% |
| 3M | -8.4% | -39.4% | +30.9% | +3.3% |
| 6M | -10.4% | -30.1% | +19.7% | -3.6% |
| YTD | -18.7% | -31.0% | +12.2% | -12.5% |
| 1Y | -0.9% | -40.2% | +39.3% | +11.1% |
| 3Y | +33.6% | +30.9% | +2.6% | +16.1% |
| 5Y | +48.9% | +14.0% | +34.9% | +26.8% |
| All | +2,664.3% | +203.5% | +2,460.8% | +1,380.5% |
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 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