+98.6%
DASH vs DKS
+44.9%
+53.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -2.8% | +9.4% | -12.2% | -4.6% |
| 30D | -9.3% | +9.8% | -19.1% | -11.1% |
| 3M | -15.1% | -29.3% | +14.2% | -9.7% |
| 6M | +8.7% | -32.6% | +41.3% | +16.5% |
| YTD | -21.3% | -22.6% | +1.3% | -19.4% |
| 1Y | -12.7% | -29.8% | +17.2% | -8.1% |
| All | +98.6% | +44.9% | +53.6% | +61.2% |
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