+388.6%
DAL vs DKS
+640.6%
-252.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -4.1% |
| 7D | +1.4% | +3.3% | -1.9% | 0.0% |
| 30D | +9.1% | +5.9% | +3.2% | +6.2% |
| 3M | -3.5% | -27.4% | +24.0% | +6.8% |
| 6M | +23.4% | -32.6% | +56.0% | +40.2% |
| YTD | +26.0% | -24.8% | +50.9% | +35.6% |
| 1Y | +44.6% | -32.8% | +77.5% | +63.6% |
| 3Y | +162.7% | +39.1% | +123.6% | +100.6% |
| 5Y | +113.0% | +25.0% | +88.0% | +57.6% |
| 10Y | +109.8% | +226.2% | -116.3% | -21.1% |
| All | +388.6% | +640.6% | -252.0% | -25.1% |
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