+208.9%
W vs DKS
+217.6%
-8.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.0% |
| 7D | -1.7% | +3.3% | -4.9% | -3.5% |
| 30D | +3.2% | +5.9% | -2.7% | -0.1% |
| 3M | +8.3% | -27.4% | +35.7% | +23.5% |
| 6M | +84.3% | -32.6% | +116.9% | +118.6% |
| YTD | +11.0% | -24.8% | +35.8% | +21.5% |
| 1Y | -0.2% | -32.8% | +32.6% | +16.0% |
| 3Y | +157.9% | +39.1% | +118.9% | +93.9% |
| 5Y | -56.8% | +25.0% | -81.8% | -65.6% |
| All | +208.9% | +217.6% | -8.7% | +19.3% |
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