-31.3%
BABA vs DKS
+11.8%
-43.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.8% | +3.0% | -7.8% | -5.3% |
| 30D | -11.9% | -30.5% | +18.6% | -6.9% |
| 3M | -9.3% | -35.7% | +26.4% | -3.0% |
| 6M | -14.2% | -29.7% | +15.4% | -10.5% |
| YTD | -22.0% | -28.9% | +6.8% | -18.9% |
| 1Y | -12.7% | -35.9% | +23.2% | -7.5% |
| 3Y | +26.7% | +28.2% | -1.5% | +9.7% |
| All | -31.3% | +11.8% | -43.1% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling