-45.1%
ALB vs DKS
+15.5%
-60.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.1% |
| 7D | -8.6% | -2.9% | -5.7% | -7.8% |
| 30D | -4.0% | -37.7% | +33.7% | +9.7% |
| 3M | -17.4% | -38.9% | +21.5% | -5.3% |
| 6M | -25.4% | -31.1% | +5.7% | -18.7% |
| YTD | -10.5% | -31.8% | +21.3% | -2.2% |
| 1Y | +75.8% | -38.0% | +113.9% | +97.8% |
| 3Y | -28.5% | +28.6% | -57.1% | -38.1% |
| 5Y | -45.1% | +12.5% | -57.6% | -55.2% |
| All | -45.1% | +15.5% | -60.6% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling