-2.9%
ADSK vs DKS
+29.1%
-32.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.5% | -3.0% | +0.4% | -2.0% |
| 30D | -14.9% | -33.4% | +18.5% | -9.8% |
| 3M | +3.3% | -39.4% | +42.7% | +11.3% |
| 6M | -15.7% | -30.1% | +14.4% | -12.3% |
| YTD | -28.2% | -31.0% | +2.7% | -25.5% |
| 1Y | -34.5% | -40.2% | +5.6% | -30.0% |
| 3Y | -2.9% | +30.9% | -33.8% | -23.5% |
| All | -2.9% | +29.1% | -32.0% | -23.5% |
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