+554.0%
XYZ vs DKS
+410.9%
+143.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +12.1% | -2.1% | +14.2% | +13.3% |
| 30D | +12.4% | +7.3% | +5.0% | +9.6% |
| 3M | +8.2% | -28.4% | +36.6% | +18.6% |
| 6M | +20.7% | -36.9% | +57.6% | +38.0% |
| YTD | +31.3% | -27.3% | +58.6% | +41.1% |
| 1Y | +20.5% | -33.2% | +53.7% | +33.3% |
| 3Y | +72.6% | +32.2% | +40.5% | +40.1% |
| 5Y | -64.0% | +22.3% | -86.3% | -71.0% |
| 10Y | +601.8% | +230.5% | +371.3% | +248.6% |
| All | +554.0% | +410.9% | +143.1% | +197.3% |
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