+50.5%
COP vs DKS
-38.6%
+89.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | +2.3% | -2.0% | +4.3% | +2.3% |
| 30D | +8.6% | -32.7% | +41.4% | +8.2% |
| 3M | +19.9% | -38.8% | +58.6% | +19.4% |
| 6M | +19.0% | -29.4% | +48.5% | +15.7% |
| YTD | +50.0% | -30.3% | +80.3% | +45.6% |
| 1Y | +50.5% | -39.6% | +90.1% | +51.3% |
| All | +50.5% | -38.6% | +89.1% | +51.3% |
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 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