-11.9%
ALB vs DKS
+44.5%
-56.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.1% | +1.3% | -0.3% | +0.5% |
| 30D | -2.6% | +8.9% | -11.5% | -5.8% |
| 3M | -25.6% | -26.4% | +0.8% | -19.3% |
| 6M | -54.0% | -31.1% | -23.0% | -49.4% |
| YTD | -31.6% | -22.8% | -8.8% | -28.6% |
| 1Y | -6.6% | -29.5% | +22.9% | +0.9% |
| All | -11.9% | +44.5% | -56.4% | -47.8% |
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