+159.2%
W vs DKS
+199.7%
-40.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.3% |
| 7D | +5.9% | -2.9% | +8.8% | +7.6% |
| 30D | -3.0% | -37.7% | +34.7% | +21.6% |
| 3M | +40.3% | -38.9% | +79.3% | +78.2% |
| 6M | +32.2% | -31.1% | +63.3% | +54.1% |
| YTD | -0.3% | -31.8% | +31.5% | +16.1% |
| 1Y | +16.2% | -38.0% | +54.2% | +41.2% |
| 3Y | +40.7% | +28.6% | +12.1% | +11.4% |
| 5Y | -62.3% | +12.5% | -74.9% | -68.1% |
| All | +159.2% | +199.7% | -40.5% | +13.7% |
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