-7.4%
ABT vs DKS
+26.5%
-33.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.9% |
| 7D | -1.3% | +6.3% | -7.6% | -1.8% |
| 30D | +6.0% | +9.3% | -3.3% | +5.2% |
| 3M | -1.9% | -25.3% | +23.4% | -0.2% |
| 6M | +31.2% | -29.2% | +60.4% | +33.9% |
| YTD | -11.2% | -22.7% | +11.5% | -10.1% |
| 1Y | -14.0% | -30.1% | +16.2% | -12.3% |
| 3Y | +20.7% | +45.6% | -25.0% | +9.7% |
| All | -7.4% | +26.5% | -33.9% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling