-26.6%
U vs DKS
+194.9%
-221.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.3% |
| 7D | +2.8% | +3.3% | -0.4% | +1.2% |
| 30D | +7.6% | +5.9% | +1.7% | +3.7% |
| 3M | +12.7% | -27.4% | +40.1% | +25.2% |
| 6M | +87.0% | -32.6% | +119.6% | +112.1% |
| YTD | +13.6% | -24.8% | +38.4% | +19.8% |
| 1Y | +25.3% | -32.8% | +58.1% | +39.8% |
| 3Y | +85.8% | +39.1% | +46.7% | +29.4% |
| 5Y | -74.5% | +25.0% | -99.5% | -83.9% |
| All | -26.6% | +194.9% | -221.5% | -61.0% |
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