-28.9%
C vs DKS
+6,292.4%
-6,321.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | +3.0% | +0.6% | +2.5% |
| 30D | +0.1% | -30.5% | +30.6% | +11.2% |
| 3M | +2.4% | -35.7% | +38.1% | +16.9% |
| 6M | +24.9% | -29.7% | +54.6% | +36.7% |
| YTD | +19.8% | -28.9% | +48.7% | +30.2% |
| 1Y | +44.9% | -35.9% | +80.7% | +62.5% |
| 3Y | +263.0% | +28.2% | +234.8% | +191.4% |
| 5Y | +129.5% | +11.8% | +117.7% | +77.4% |
| 10Y | +291.6% | +211.6% | +80.0% | +61.1% |
| All | -28.9% | +6,292.4% | -6,321.3% | -87.2% |
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