+7.7%
CI vs DKS
+33.4%
-25.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | +5.4% | +7.3% | -1.9% | +5.2% |
| 3M | +7.3% | -28.4% | +35.7% | +8.2% |
| 6M | +5.3% | -36.9% | +42.2% | +6.7% |
| YTD | +8.5% | -27.3% | +35.8% | +9.2% |
| 1Y | +17.1% | -33.2% | +50.3% | +18.1% |
| All | +7.7% | +33.4% | -25.7% | +8.1% |
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 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