+46.2%
TSLA vs DKS
+15.5%
+30.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +3.0% | -2.9% | +5.9% | +3.9% |
| 30D | +11.2% | -37.7% | +48.9% | +26.9% |
| 3M | -7.3% | -38.9% | +31.6% | +6.2% |
| 6M | -7.7% | -31.1% | +23.4% | +0.5% |
| YTD | -18.2% | -31.8% | +13.6% | -11.0% |
| 1Y | +6.0% | -38.0% | +44.1% | +19.1% |
| 3Y | +48.0% | +28.6% | +19.4% | +23.1% |
| 5Y | +46.2% | +12.5% | +33.6% | +4.6% |
| All | +46.2% | +15.5% | +30.7% | +4.6% |
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