-17.2%
DASH vs DKS
-29.5%
+12.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.7% | +0.6% | +7.4% |
| 7D | +17.2% | +8.4% | +8.7% | +16.1% |
| 30D | +3.6% | +7.7% | -4.1% | +2.7% |
| 3M | -1.9% | -25.8% | +23.9% | -0.6% |
| 6M | +15.1% | -31.0% | +46.1% | +17.0% |
| YTD | -12.3% | -23.8% | +11.5% | -13.1% |
| 1Y | -17.2% | -29.8% | +12.6% | -16.4% |
| All | -17.2% | -29.5% | +12.3% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling