+79.5%
CSX vs DKS
+40.7%
+38.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.3% |
| 7D | +3.1% | +3.3% | -0.2% | +2.6% |
| 30D | +9.7% | +5.9% | +3.8% | +8.8% |
| 3M | +4.9% | -27.4% | +32.4% | +8.4% |
| 6M | +18.4% | -32.6% | +51.0% | +23.3% |
| YTD | +45.9% | -24.8% | +70.7% | +48.8% |
| 1Y | +50.0% | -32.8% | +82.8% | +55.7% |
| All | +79.5% | +40.7% | +38.7% | +53.8% |
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