+203.4%
W vs DKS
+372.7%
-169.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -7.4% | +1.3% | -8.7% | -8.0% |
| 30D | +7.8% | +8.9% | -1.1% | +2.8% |
| 3M | +10.9% | -26.4% | +37.2% | +24.8% |
| 6M | +86.4% | -31.1% | +117.5% | +117.0% |
| YTD | +14.0% | -22.8% | +36.8% | +22.6% |
| 1Y | +3.5% | -29.5% | +33.0% | +16.4% |
| 3Y | +164.8% | +42.8% | +122.0% | +100.1% |
| 5Y | -53.1% | +29.2% | -82.3% | -62.5% |
| 10Y | +220.4% | +235.0% | -14.5% | +35.9% |
| All | +203.4% | +372.7% | -169.4% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling