+248.5%
ALAB vs DKS
-26.0%
+274.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -7.5% | +9.4% | -16.9% | -9.9% |
| 30D | -36.8% | +9.8% | -46.6% | -39.0% |
| 3M | -31.9% | -29.3% | -2.6% | -24.6% |
| 6M | +8.2% | -32.6% | +40.8% | +20.9% |
| YTD | +29.9% | -22.6% | +52.5% | +33.3% |
| 1Y | +24.4% | -29.8% | +54.2% | +33.9% |
| All | +248.5% | -26.0% | +274.5% | +271.1% |
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