-62.4%
W vs DKS
+14.6%
-77.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +4.2% |
| 7D | +6.5% | -0.4% | +6.9% | +6.6% |
| 30D | -6.2% | -36.6% | +30.4% | +23.4% |
| 3M | +48.9% | -37.6% | +86.5% | +98.5% |
| 6M | +31.2% | -32.1% | +63.3% | +59.6% |
| YTD | -0.4% | -32.3% | +31.9% | +19.9% |
| 1Y | +14.8% | -39.5% | +54.3% | +48.1% |
| 3Y | +40.5% | +27.7% | +12.8% | -12.9% |
| All | -62.4% | +14.6% | -77.0% | -79.0% |
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 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