+29.9%
COP vs DKS
+44.5%
-14.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | +0.2% | +8.9% | -8.7% | -0.6% |
| 3M | +10.2% | -26.4% | +36.6% | +13.1% |
| 6M | +20.1% | -31.1% | +51.2% | +23.8% |
| YTD | +50.5% | -22.8% | +73.3% | +51.4% |
| 1Y | +56.8% | -29.5% | +86.3% | +60.1% |
| All | +29.9% | +44.5% | -14.6% | +16.3% |
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 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