+292.6%
APP vs DKS
+21.0%
+271.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | +71.2% | -2.1% | +73.3% | +71.7% |
| 30D | +39.1% | +7.3% | +31.7% | +34.1% |
| 3M | +16.5% | -28.4% | +45.0% | +27.6% |
| 6M | -16.6% | -36.9% | +20.3% | -4.7% |
| YTD | -41.9% | -27.3% | -14.6% | -39.0% |
| 1Y | -37.0% | -33.2% | -3.8% | -31.2% |
| 3Y | +892.4% | +32.2% | +860.3% | +600.4% |
| All | +292.6% | +21.0% | +271.6% | +130.7% |
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 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