+46.7%
ADP vs DKS
+13.0%
+33.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -5.7% | -2.9% | -2.8% | -5.3% |
| 30D | -3.1% | -37.7% | +34.6% | +1.6% |
| 3M | +15.6% | -38.9% | +54.5% | +21.4% |
| 6M | +20.8% | -31.1% | +51.9% | +24.3% |
| YTD | +4.7% | -31.8% | +36.6% | +7.8% |
| 1Y | -8.3% | -38.0% | +29.8% | -4.6% |
| 3Y | +13.6% | +28.6% | -15.1% | +1.2% |
| All | +46.7% | +13.0% | +33.7% | +24.8% |
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 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