+566.1%
XYZ vs DKS
+217.6%
+348.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.0% |
| 7D | -2.1% | +3.3% | -5.4% | -3.3% |
| 30D | +7.0% | +5.9% | +1.1% | +4.9% |
| 3M | +5.1% | -27.4% | +32.5% | +15.0% |
| 6M | +14.1% | -32.6% | +46.7% | +27.3% |
| YTD | +26.4% | -24.8% | +51.2% | +34.1% |
| 1Y | +25.1% | -32.8% | +57.9% | +38.4% |
| 3Y | +59.7% | +39.1% | +20.7% | +26.3% |
| 5Y | -63.8% | +25.0% | -88.8% | -71.4% |
| All | +566.1% | +217.6% | +348.4% | +227.7% |
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