+95.3%
AAPL vs DKS
+44.7%
+50.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.1% |
| 7D | +4.1% | +6.3% | -2.2% | +2.9% |
| 30D | +4.0% | +9.3% | -5.3% | +2.1% |
| 3M | +16.8% | -25.3% | +42.1% | +21.9% |
| 6M | +19.4% | -29.2% | +48.6% | +25.5% |
| YTD | +31.5% | -22.7% | +54.2% | +34.9% |
| 1Y | +31.0% | -30.1% | +61.1% | +37.4% |
| 3Y | +95.3% | +45.6% | +49.7% | +91.8% |
| All | +95.3% | +44.7% | +50.6% | +91.8% |
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