+268.6%
ARM vs DKS
+44.7%
+223.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.8% |
| 7D | +9.1% | +6.3% | +2.8% | +6.3% |
| 30D | -19.9% | +9.3% | -29.3% | -23.6% |
| 3M | -31.6% | -25.3% | -6.3% | -25.0% |
| 6M | -13.9% | -29.2% | +15.3% | -4.1% |
| YTD | +74.3% | -22.7% | +97.0% | +83.4% |
| 1Y | +35.8% | -30.1% | +65.9% | +50.8% |
| 3Y | +268.6% | +45.6% | +223.0% | +163.3% |
| All | +268.6% | +44.7% | +223.9% | +163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling