-38.2%
C vs DKS
+6,430.5%
-6,468.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | -2.1% | -0.3% | -1.7% |
| 30D | -6.0% | +7.3% | -13.3% | -8.8% |
| 3M | -10.5% | -28.4% | +17.9% | -2.4% |
| 6M | -5.7% | -36.9% | +31.2% | +7.1% |
| YTD | +4.1% | -27.3% | +31.5% | +11.4% |
| 1Y | +20.5% | -33.2% | +53.7% | +32.9% |
| 3Y | +208.1% | +32.2% | +176.0% | +143.2% |
| 5Y | +110.4% | +22.3% | +88.2% | +56.6% |
| 10Y | +234.6% | +230.5% | +4.1% | +33.5% |
| All | -38.2% | +6,430.5% | -6,468.7% | -89.1% |
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