+17.8%
AVGO vs DKS
-32.3%
+50.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.0% | +3.0% | -6.0% | -3.4% |
| 30D | -14.4% | -30.5% | +16.1% | -9.6% |
| 3M | -14.4% | -35.7% | +21.3% | -8.5% |
| 6M | +13.1% | -29.7% | +42.8% | +16.5% |
| YTD | +3.8% | -28.9% | +32.6% | +6.0% |
| 1Y | +17.8% | -35.9% | +53.6% | +25.2% |
| All | +17.8% | -32.3% | +50.1% | +25.2% |
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