+384.5%
ALAB vs DKS
-34.8%
+419.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +9.6% | -2.9% | +12.5% | +10.8% |
| 30D | -5.3% | -37.7% | +32.5% | +10.0% |
| 3M | -12.0% | -38.9% | +26.9% | +1.8% |
| 6M | +145.7% | -31.1% | +176.8% | +166.8% |
| YTD | +80.7% | -31.8% | +112.5% | +94.5% |
| 1Y | +40.1% | -38.0% | +78.2% | +56.7% |
| All | +384.5% | -34.8% | +419.3% | +441.3% |
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