-24.2%
AR vs DKS
+263.9%
-288.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.5% | +3.0% | -0.5% | +1.7% |
| 30D | +14.8% | -30.5% | +45.3% | +23.6% |
| 3M | +6.2% | -35.7% | +41.9% | +16.3% |
| 6M | +4.3% | -29.7% | +34.0% | +10.4% |
| YTD | +14.4% | -28.9% | +43.2% | +20.0% |
| 1Y | +21.3% | -35.9% | +57.2% | +30.7% |
| 3Y | +39.8% | +28.2% | +11.6% | +17.0% |
| 5Y | +142.1% | +11.8% | +130.3% | +99.7% |
| 10Y | +52.0% | +211.6% | -159.6% | -19.5% |
| All | -24.2% | +263.9% | -288.1% | -61.9% |
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