-19.5%
BABA vs DKS
-39.1%
+19.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | -0.2% | -0.4% | +0.3% | -0.2% |
| 30D | -12.3% | -36.6% | +24.4% | -9.9% |
| 3M | -5.3% | -37.6% | +32.3% | -3.3% |
| 6M | -13.1% | -32.1% | +19.0% | -13.1% |
| YTD | -22.4% | -32.3% | +9.9% | -22.5% |
| 1Y | -19.5% | -39.5% | +20.0% | -16.9% |
| All | -19.5% | -39.1% | +19.6% | -16.9% |
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