+351.3%
DAL vs DKS
+600.9%
-249.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | +3.0% | -2.9% | -1.2% |
| 30D | -13.9% | -30.5% | +16.6% | -2.7% |
| 3M | +1.1% | -35.7% | +36.8% | +18.3% |
| 6M | +26.2% | -29.7% | +55.9% | +40.9% |
| YTD | +16.4% | -28.9% | +45.3% | +29.0% |
| 1Y | +33.9% | -35.9% | +69.7% | +54.3% |
| 3Y | +93.4% | +28.2% | +65.2% | +53.6% |
| 5Y | +106.4% | +11.8% | +94.5% | +60.1% |
| 10Y | +143.0% | +211.6% | -68.6% | -6.8% |
| All | +351.3% | +600.9% | -249.6% | -28.8% |
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 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