+21.3%
AR vs DKS
-32.3%
+53.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.5% | +3.0% | -0.5% | +2.5% |
| 30D | +14.8% | -30.5% | +45.3% | +14.2% |
| 3M | +6.2% | -35.7% | +41.9% | +5.7% |
| 6M | +4.3% | -29.7% | +34.0% | +2.8% |
| YTD | +14.4% | -28.9% | +43.2% | +11.2% |
| 1Y | +21.3% | -35.9% | +57.2% | +21.6% |
| All | +21.3% | -32.3% | +53.6% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling