+19.3%
ARM vs DKS
-29.5%
+48.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.7% | -13.0% | -6.1% |
| 7D | -18.7% | +8.4% | -27.1% | -19.6% |
| 30D | -36.7% | +7.7% | -44.4% | -37.5% |
| 3M | -31.6% | -25.8% | -5.9% | -28.2% |
| 6M | -5.6% | -31.0% | +25.4% | +0.9% |
| YTD | +75.5% | -23.8% | +99.3% | +80.6% |
| 1Y | +19.3% | -29.8% | +49.2% | +24.7% |
| All | +19.3% | -29.5% | +48.8% | +24.7% |
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 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