+910.0%
ALB vs DKS
+6,842.3%
-5,932.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.2% |
| 7D | -5.8% | +6.3% | -12.1% | -7.6% |
| 30D | -4.5% | +9.3% | -13.8% | -7.6% |
| 3M | -28.1% | -25.3% | -2.8% | -23.3% |
| 6M | -53.2% | -29.2% | -24.0% | -49.6% |
| YTD | -33.3% | -22.7% | -10.6% | -30.5% |
| 1Y | -17.4% | -30.1% | +12.7% | -11.4% |
| 3Y | -14.1% | +45.6% | -59.8% | -28.2% |
| 5Y | -64.0% | +28.5% | -92.5% | -70.3% |
| 10Y | +32.8% | +235.2% | -202.4% | -28.0% |
| All | +910.0% | +6,842.3% | -5,932.2% | +177.7% |
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