+10.3%
ARM vs DKS
-33.9%
+44.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | -15.2% | -2.1% | -13.1% | -14.9% |
| 30D | -40.7% | +7.3% | -48.0% | -41.5% |
| 3M | -39.1% | -28.4% | -10.7% | -35.8% |
| 6M | -26.4% | -36.9% | +10.5% | -19.4% |
| YTD | +59.7% | -27.3% | +87.1% | +65.6% |
| 1Y | +10.3% | -33.2% | +43.6% | +16.2% |
| All | +10.3% | -33.9% | +44.2% | +16.2% |
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