+36.3%
ALB vs DKS
+235.2%
-198.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.1% | +1.3% | -0.3% | +0.6% |
| 30D | -2.6% | +8.9% | -11.5% | -5.2% |
| 3M | -25.6% | -26.4% | +0.8% | -20.8% |
| 6M | -54.0% | -31.1% | -23.0% | -50.5% |
| YTD | -31.6% | -22.8% | -8.8% | -28.9% |
| 1Y | -6.6% | -29.5% | +22.9% | -0.6% |
| 3Y | -14.0% | +42.8% | -56.8% | -25.3% |
| 5Y | -62.5% | +29.2% | -91.7% | -68.2% |
| 10Y | +36.3% | +235.0% | -198.7% | -19.6% |
| All | +36.3% | +235.2% | -198.9% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling