+580.0%
XYZ vs DKS
+196.9%
+383.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -1.4% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | +1.4% | -36.6% | +38.0% | +17.0% |
| 3M | +14.6% | -37.6% | +52.2% | +32.5% |
| 6M | +20.8% | -32.1% | +52.8% | +34.1% |
| YTD | +23.1% | -32.3% | +55.4% | +36.2% |
| 1Y | +5.6% | -39.5% | +45.1% | +21.3% |
| 3Y | +50.9% | +27.7% | +23.2% | +23.4% |
| 5Y | -68.6% | +15.0% | -83.6% | -74.3% |
| 10Y | +580.0% | +192.6% | +387.4% | +246.2% |
| All | +580.0% | +196.9% | +383.1% | +246.2% |
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