+65.9%
BLK vs DKS
+29.1%
+36.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -3.3% | -3.0% | -0.3% | -2.7% |
| 30D | -6.5% | -33.4% | +26.8% | +0.4% |
| 3M | +6.7% | -39.4% | +46.1% | +17.1% |
| 6M | +14.7% | -30.1% | +44.8% | +21.0% |
| YTD | +2.5% | -31.0% | +33.5% | +8.4% |
| 1Y | -2.8% | -40.2% | +37.4% | +6.0% |
| 3Y | +65.9% | +30.9% | +34.9% | +37.4% |
| All | +65.9% | +29.1% | +36.7% | +37.4% |
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