-11.1%
DASH vs DKS
-29.9%
+18.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -10.2% | +1.3% | -11.5% | -10.4% |
| 30D | -8.2% | +8.9% | -17.1% | -9.0% |
| 3M | -15.9% | -26.4% | +10.4% | -14.9% |
| 6M | +13.3% | -31.1% | +44.4% | +14.9% |
| YTD | -21.3% | -22.8% | +1.5% | -21.7% |
| 1Y | -11.1% | -29.5% | +18.3% | -9.7% |
| All | -11.1% | -29.9% | +18.8% | -9.7% |
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