+95.4%
CAT vs DKS
-32.3%
+127.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +1.7% | +3.0% | -1.3% | +1.3% |
| 30D | -6.6% | -30.5% | +24.0% | -1.4% |
| 3M | -13.3% | -35.7% | +22.4% | -6.9% |
| 6M | +11.6% | -29.7% | +41.3% | +15.9% |
| YTD | +42.9% | -28.9% | +71.8% | +48.5% |
| 1Y | +95.4% | -35.9% | +131.3% | +107.0% |
| All | +95.4% | -32.3% | +127.7% | +107.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling