-51.4%
CLF vs DKS
+21.0%
-72.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -19.6% | -2.1% | -17.5% | -19.2% |
| 30D | -5.0% | +7.3% | -12.3% | -7.5% |
| 3M | -6.3% | -28.4% | +22.1% | +0.8% |
| 6M | +2.8% | -36.9% | +39.7% | +14.5% |
| YTD | -13.7% | -27.3% | +13.6% | -8.1% |
| 1Y | +13.6% | -33.2% | +46.8% | +23.9% |
| 3Y | -34.0% | +32.2% | -66.1% | -42.8% |
| All | -51.4% | +21.0% | -72.4% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling