+638.0%
XYZ vs DKS
+244.9%
+393.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +1.7% |
| 7D | +14.9% | +3.8% | +11.1% | +13.5% |
| 30D | +14.7% | +8.1% | +6.6% | +11.5% |
| 3M | +12.1% | -28.6% | +40.7% | +23.4% |
| 6M | +18.3% | -33.6% | +51.9% | +32.9% |
| YTD | +36.1% | -23.8% | +59.8% | +43.7% |
| 1Y | +35.3% | -30.7% | +66.0% | +47.9% |
| 3Y | +73.5% | +41.5% | +32.0% | +36.3% |
| 5Y | -61.6% | +23.0% | -84.7% | -69.5% |
| 10Y | +638.0% | +236.0% | +402.0% | +255.6% |
| All | +638.0% | +244.9% | +393.1% | +255.6% |
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 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