+31.8%
A vs DKS
+28.7%
+3.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -1.5% |
| 7D | -2.1% | -0.4% | -1.6% | -2.0% |
| 30D | +0.6% | -36.6% | +37.2% | +10.5% |
| 3M | +10.9% | -37.6% | +48.5% | +21.9% |
| 6M | +28.2% | -32.1% | +60.2% | +37.2% |
| YTD | +8.6% | -32.3% | +40.9% | +16.2% |
| 1Y | +15.5% | -39.5% | +55.0% | +27.1% |
| 3Y | +31.8% | +27.7% | +4.1% | +5.0% |
| All | +31.8% | +28.7% | +3.1% | +5.0% |
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