-68.6%
XYZ vs DKS
+9.4%
-78.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -0.9% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | +1.4% | -36.6% | +38.0% | +21.2% |
| 3M | +14.6% | -37.6% | +52.2% | +37.3% |
| 6M | +20.8% | -32.1% | +52.8% | +36.9% |
| YTD | +23.1% | -32.3% | +55.4% | +38.6% |
| 1Y | +5.6% | -39.5% | +45.1% | +24.9% |
| 3Y | +50.9% | +27.7% | +23.2% | +2.6% |
| 5Y | -68.6% | +15.0% | -83.6% | -81.9% |
| All | -68.6% | +9.4% | -78.0% | -81.9% |
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