+940.0%
ABT vs DKS
+6,842.3%
-5,902.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.9% |
| 7D | -1.3% | +6.3% | -7.6% | -2.0% |
| 30D | +6.0% | +9.3% | -3.3% | +4.9% |
| 3M | -1.9% | -25.3% | +23.4% | +0.5% |
| 6M | +31.2% | -29.2% | +60.4% | +35.0% |
| YTD | -11.2% | -22.7% | +11.5% | -9.7% |
| 1Y | -14.0% | -30.1% | +16.2% | -11.6% |
| 3Y | +20.7% | +45.6% | -25.0% | +10.6% |
| 5Y | -6.7% | +28.5% | -35.1% | -15.4% |
| 10Y | +226.3% | +235.2% | -8.9% | +143.9% |
| All | +940.0% | +6,842.3% | -5,902.3% | +469.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling