-5.6%
COST vs DKS
-39.2%
+33.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.2% |
| 7D | -1.2% | -3.0% | +1.8% | -1.1% |
| 30D | -4.7% | -33.4% | +28.7% | -3.5% |
| 3M | -7.1% | -39.4% | +32.2% | -5.8% |
| 6M | -8.5% | -30.1% | +21.6% | -8.1% |
| YTD | +5.4% | -31.0% | +36.3% | +6.0% |
| 1Y | -5.6% | -40.2% | +34.5% | -5.2% |
| All | -5.6% | -39.2% | +33.6% | -5.2% |
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