+35.8%
ARM vs DKS
-29.9%
+65.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.3% | +12.3% | +12.1% |
| 7D | +6.0% | +1.3% | +4.7% | +5.9% |
| 30D | -20.3% | +8.9% | -29.2% | -21.5% |
| 3M | -24.4% | -26.4% | +2.0% | -19.9% |
| 6M | -4.4% | -31.1% | +26.7% | +2.5% |
| YTD | +86.0% | -22.8% | +108.8% | +91.2% |
| 1Y | +35.8% | -29.5% | +65.3% | +42.4% |
| All | +35.8% | -29.9% | +65.8% | +42.4% |
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