-13.3%
CLF vs DKS
+33.7%
-47.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +7.6% | +3.0% | +4.6% | +6.6% |
| 30D | -1.2% | -30.5% | +29.4% | +8.8% |
| 3M | -13.4% | -35.7% | +22.3% | -2.1% |
| 6M | +15.4% | -29.7% | +45.1% | +25.0% |
| YTD | -5.9% | -28.9% | +23.0% | +1.9% |
| 1Y | +18.8% | -35.9% | +54.7% | +32.9% |
| All | -13.3% | +33.7% | -47.0% | -28.6% |
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