+33.9%
ALNY vs DKS
+14.7%
+19.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | -6.5% | -2.0% | -4.5% | -6.2% |
| 30D | +11.0% | -32.7% | +43.8% | +17.3% |
| 3M | -14.1% | -38.8% | +24.7% | -7.8% |
| 6M | -22.4% | -29.4% | +7.0% | -18.9% |
| YTD | -37.5% | -30.3% | -7.2% | -34.6% |
| 1Y | -46.9% | -39.6% | -7.3% | -43.3% |
| 3Y | +22.1% | +32.2% | -10.1% | +6.6% |
| All | +33.9% | +14.7% | +19.1% | +8.2% |
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