+101.8%
DASH vs DKS
+31.1%
+70.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.4% | -2.1% | +2.5% | +1.0% |
| 30D | -6.0% | +7.3% | -13.4% | -7.3% |
| 3M | -15.8% | -28.4% | +12.7% | -10.9% |
| 6M | +7.0% | -36.9% | +43.9% | +16.4% |
| YTD | -20.7% | -27.3% | +6.6% | -17.5% |
| 1Y | -8.5% | -33.2% | +24.7% | -2.7% |
| 3Y | +101.8% | +32.2% | +69.6% | +68.6% |
| All | +101.8% | +31.1% | +70.7% | +68.6% |
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