-17.4%
ZBH vs DKS
+203.5%
-220.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -4.7% | -3.0% | -1.7% | -4.1% |
| 30D | -4.5% | -33.4% | +28.9% | +1.5% |
| 3M | +7.6% | -39.4% | +46.9% | +16.2% |
| 6M | +0.3% | -30.1% | +30.4% | +5.3% |
| YTD | +4.5% | -31.0% | +35.5% | +9.8% |
| 1Y | -9.4% | -40.2% | +30.8% | -2.7% |
| 3Y | -21.5% | +30.9% | -52.4% | -29.9% |
| 5Y | -28.4% | +14.0% | -42.4% | -36.9% |
| All | -17.4% | +203.5% | -220.8% | -51.7% |
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