+108.5%
CSCO vs DKS
+28.7%
+79.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | -10.1% | -36.6% | +26.5% | -5.9% |
| 3M | -11.7% | -37.6% | +25.9% | -7.6% |
| 6M | +40.1% | -32.1% | +72.2% | +44.3% |
| YTD | +43.8% | -32.3% | +76.1% | +47.9% |
| 1Y | +66.6% | -39.5% | +106.1% | +73.8% |
| 3Y | +108.5% | +27.7% | +80.8% | +86.0% |
| All | +108.5% | +28.7% | +79.8% | +86.0% |
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 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