+80.2%
ALB vs DKS
+199.2%
-119.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -7.6% | -4.7% | -2.9% | -6.4% |
| 30D | -5.6% | -35.1% | +29.5% | +4.6% |
| 3M | -16.8% | -37.7% | +20.9% | -7.2% |
| 6M | -26.3% | -30.7% | +4.4% | -20.6% |
| YTD | -13.2% | -31.9% | +18.7% | -6.1% |
| 1Y | +68.8% | -40.0% | +108.8% | +88.6% |
| 3Y | -30.7% | +28.4% | -59.1% | -37.8% |
| 5Y | -46.3% | +12.4% | -58.7% | -52.5% |
| All | +80.2% | +199.2% | -119.0% | +14.9% |
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