+20.8%
COP vs DKS
+28.7%
-7.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +15.6% | -36.6% | +52.2% | +20.5% |
| 3M | +14.3% | -37.6% | +52.0% | +19.2% |
| 6M | +17.0% | -32.1% | +49.1% | +19.5% |
| YTD | +47.4% | -32.3% | +79.8% | +50.4% |
| 1Y | +52.4% | -39.5% | +91.9% | +58.2% |
| 3Y | +20.8% | +27.7% | -6.8% | +10.1% |
| All | +20.8% | +28.7% | -7.8% | +10.1% |
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