+8.9%
CAT vs DKS
-29.5%
+38.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -12.9% | -5.9% |
| 7D | -17.1% | +8.4% | -25.5% | -17.8% |
| 30D | -30.1% | +7.7% | -37.8% | -30.7% |
| 3M | -32.4% | -25.8% | -6.6% | -29.1% |
| 6M | -32.1% | -31.0% | -1.1% | -28.0% |
| YTD | +4.1% | -23.8% | +27.9% | +6.4% |
| 1Y | +8.9% | -29.8% | +38.7% | +13.7% |
| All | +8.9% | -29.5% | +38.4% | +13.7% |
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