+1,259.1%
ALB vs DKS
+6,292.4%
-5,033.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -8.1% | +3.0% | -11.1% | -8.9% |
| 30D | +6.3% | -30.5% | +36.8% | +16.7% |
| 3M | -23.6% | -35.7% | +12.1% | -14.3% |
| 6M | -24.6% | -29.7% | +5.1% | -18.4% |
| YTD | -10.3% | -28.9% | +18.6% | -3.3% |
| 1Y | +61.5% | -35.9% | +97.3% | +79.1% |
| 3Y | -34.0% | +28.2% | -62.1% | -42.2% |
| 5Y | -44.6% | +11.8% | -56.4% | -52.1% |
| 10Y | +76.1% | +211.6% | -135.5% | -1.7% |
| All | +1,259.1% | +6,292.4% | -5,033.3% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling