+68.0%
COST vs DKS
+27.3%
+40.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -2.5% | -4.7% | +2.3% | -2.1% |
| 30D | -4.4% | -35.1% | +30.6% | -1.6% |
| 3M | -8.1% | -37.7% | +29.6% | -5.1% |
| 6M | -9.2% | -30.7% | +21.5% | -7.5% |
| YTD | +5.1% | -31.9% | +37.0% | +7.2% |
| 1Y | -5.1% | -40.0% | +34.9% | -2.2% |
| All | +68.0% | +27.3% | +40.7% | +52.6% |
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