+892.4%
APP vs DKS
+31.1%
+861.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | +71.2% | -2.1% | +73.3% | +71.4% |
| 30D | +39.1% | +7.3% | +31.7% | +35.6% |
| 3M | +16.5% | -28.4% | +45.0% | +24.9% |
| 6M | -16.6% | -36.9% | +20.3% | -7.6% |
| YTD | -41.9% | -27.3% | -14.6% | -40.1% |
| 1Y | -37.0% | -33.2% | -3.8% | -32.7% |
| 3Y | +892.4% | +32.2% | +860.3% | +681.8% |
| All | +892.4% | +31.1% | +861.3% | +681.8% |
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