-26.4%
ALB vs DKS
+28.7%
-55.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +4.3% |
| 7D | -4.4% | -0.4% | -4.0% | -4.4% |
| 30D | -1.2% | -36.6% | +35.4% | +13.6% |
| 3M | -13.3% | -37.6% | +24.3% | -0.3% |
| 6M | -19.8% | -32.1% | +12.3% | -11.8% |
| YTD | -7.9% | -32.3% | +24.4% | +1.2% |
| 1Y | +60.2% | -39.5% | +99.6% | +83.3% |
| 3Y | -26.4% | +27.7% | -54.1% | -47.1% |
| All | -26.4% | +28.7% | -55.1% | -47.1% |
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 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