+169.4%
CCJ vs DKS
+27.5%
+141.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | +4.2% | -2.9% | +7.1% | +4.7% |
| 30D | +3.2% | -37.7% | +40.9% | +11.7% |
| 3M | -1.8% | -38.9% | +37.1% | +6.6% |
| 6M | -13.5% | -31.1% | +17.6% | -8.9% |
| YTD | +9.7% | -31.8% | +41.6% | +15.6% |
| 1Y | +30.0% | -38.0% | +68.0% | +39.6% |
| All | +169.4% | +27.5% | +141.9% | +172.3% |
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