+195.3%
B vs DKS
+39.9%
+155.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.8% |
| 7D | +11.3% | +3.8% | +7.5% | +10.9% |
| 30D | +2.9% | +8.1% | -5.1% | +2.2% |
| 3M | -2.9% | -28.6% | +25.8% | -0.7% |
| 6M | -1.2% | -33.6% | +32.4% | +1.6% |
| YTD | -1.3% | -23.8% | +22.4% | +0.2% |
| 1Y | +30.4% | -30.7% | +61.2% | +33.3% |
| 3Y | +195.3% | +41.5% | +153.8% | +160.5% |
| All | +195.3% | +39.9% | +155.4% | +160.5% |
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