+64.1%
COP vs DKS
-30.6%
+94.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.7% |
| 7D | +4.4% | +6.3% | -1.9% | +4.8% |
| 30D | 0.0% | +9.3% | -9.3% | +0.6% |
| 3M | +15.0% | -25.3% | +40.3% | +13.9% |
| 6M | +22.0% | -29.2% | +51.2% | +20.4% |
| YTD | +55.3% | -22.7% | +78.1% | +50.5% |
| 1Y | +64.1% | -30.1% | +94.2% | +62.4% |
| All | +64.1% | -30.6% | +94.8% | +62.4% |
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