+68.4%
A vs DKS
+44.5%
+23.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.1% | +1.3% | -1.4% | -0.4% |
| 30D | +3.3% | +8.9% | -5.6% | +1.1% |
| 3M | +18.5% | -26.4% | +44.9% | +25.1% |
| 6M | +59.3% | -31.1% | +90.4% | +70.5% |
| YTD | +31.0% | -22.8% | +53.8% | +35.5% |
| 1Y | +19.3% | -29.5% | +48.8% | +26.2% |
| All | +68.4% | +44.5% | +23.8% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling