+1,599.9%
ADP vs DKS
+6,836.7%
-5,236.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | +11.9% | +8.9% | +3.0% | +10.1% |
| 3M | +13.7% | -26.4% | +40.1% | +18.4% |
| 6M | +46.8% | -31.1% | +77.8% | +54.0% |
| YTD | +21.8% | -22.8% | +44.6% | +24.5% |
| 1Y | +23.5% | -29.5% | +53.0% | +28.3% |
| 3Y | +44.1% | +42.8% | +1.3% | +25.5% |
| 5Y | +49.9% | +29.2% | +20.7% | +28.0% |
| 10Y | +318.8% | +235.0% | +83.8% | +164.9% |
| All | +1,599.9% | +6,836.7% | -5,236.8% | +511.4% |
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