+142.2%
AS vs DKS
+5.0%
+137.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.7% | +1.5% |
| 7D | +5.8% | +3.8% | +2.0% | +4.5% |
| 30D | +15.4% | +8.1% | +7.3% | +12.3% |
| 3M | -11.9% | -28.6% | +16.7% | -3.3% |
| 6M | -9.9% | -33.6% | +23.7% | +1.3% |
| YTD | -13.1% | -23.8% | +10.7% | -7.9% |
| 1Y | +9.9% | -30.7% | +40.6% | +20.4% |
| All | +142.2% | +5.0% | +137.3% | +63.3% |
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