+208.1%
C vs DKS
+31.1%
+177.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -6.0% | +7.3% | -13.3% | -7.4% |
| 3M | -10.5% | -28.4% | +17.9% | -5.6% |
| 6M | -5.7% | -36.9% | +31.2% | +2.1% |
| YTD | +4.1% | -27.3% | +31.5% | +8.4% |
| 1Y | +20.5% | -33.2% | +53.7% | +28.0% |
| 3Y | +208.1% | +32.2% | +176.0% | +165.5% |
| All | +208.1% | +31.1% | +177.0% | +165.5% |
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