+1,491.2%
COP vs DKS
+6,292.4%
-4,801.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +3.0% | +3.0% | 0.0% | +2.3% |
| 30D | +17.5% | -30.5% | +48.0% | +25.0% |
| 3M | +13.4% | -35.7% | +49.1% | +22.2% |
| 6M | +17.7% | -29.7% | +47.4% | +23.5% |
| YTD | +46.6% | -28.9% | +75.4% | +53.1% |
| 1Y | +44.6% | -35.9% | +80.5% | +54.1% |
| 3Y | +20.7% | +28.2% | -7.5% | +5.9% |
| 5Y | +185.0% | +11.8% | +173.2% | +144.9% |
| 10Y | +347.0% | +211.6% | +135.4% | +166.2% |
| All | +1,491.2% | +6,292.4% | -4,801.2% | +469.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling