+203.1%
B vs DKS
+35.3%
+167.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | +9.4% | -30.5% | +40.0% | +12.4% |
| 3M | +5.0% | -35.7% | +40.7% | +8.7% |
| 6M | -3.5% | -29.7% | +26.1% | -1.0% |
| YTD | +4.5% | -28.9% | +33.3% | +7.1% |
| 1Y | +67.8% | -35.9% | +103.6% | +73.1% |
| All | +203.1% | +35.3% | +167.8% | +158.1% |
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