+533.2%
XYZ vs DKS
+400.1%
+133.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.0% | +3.0% | -4.0% | -2.0% |
| 30D | -1.7% | -30.5% | +28.8% | +9.2% |
| 3M | +16.7% | -35.7% | +52.4% | +33.3% |
| 6M | +26.9% | -29.7% | +56.5% | +38.9% |
| YTD | +27.1% | -28.9% | +56.0% | +37.9% |
| 1Y | +9.3% | -35.9% | +45.1% | +22.5% |
| 3Y | +42.3% | +28.2% | +14.1% | +16.9% |
| 5Y | -69.3% | +11.8% | -81.1% | -74.6% |
| 10Y | +586.8% | +211.6% | +375.2% | +247.0% |
| All | +533.2% | +400.1% | +133.1% | +190.6% |
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