+60.7%
COP vs DKS
-29.5%
+90.2%
-22.3%
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% | -4.7% |
| 7D | -8.1% | +8.4% | -16.6% | -7.6% |
| 30D | +6.7% | +7.7% | -1.0% | +7.2% |
| 3M | +16.9% | -25.8% | +42.6% | +15.6% |
| 6M | +11.2% | -31.0% | +42.2% | +9.6% |
| YTD | +49.5% | -23.8% | +73.3% | +45.0% |
| 1Y | +60.7% | -29.8% | +90.5% | +57.8% |
| All | +60.7% | -29.5% | +90.2% | +57.8% |
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