+331.5%
B vs DKS
+6,749.1%
-6,417.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.8% |
| 7D | +11.3% | +3.8% | +7.5% | +11.0% |
| 30D | +2.9% | +8.1% | -5.1% | +2.3% |
| 3M | -2.9% | -28.6% | +25.8% | -0.9% |
| 6M | -1.2% | -33.6% | +32.4% | +1.2% |
| YTD | -1.3% | -23.8% | +22.4% | 0.0% |
| 1Y | +30.4% | -30.7% | +61.2% | +33.0% |
| 3Y | +195.3% | +41.5% | +153.8% | +181.5% |
| 5Y | +146.2% | +23.0% | +123.2% | +133.1% |
| 10Y | +200.5% | +236.0% | -35.5% | +149.4% |
| All | +331.5% | +6,749.1% | -6,417.6% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling