+11.7%
DASH vs DKS
+191.6%
-179.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -10.6% | +3.0% | -13.6% | -11.5% |
| 30D | +2.2% | -30.5% | +32.7% | +13.3% |
| 3M | +32.3% | -35.7% | +68.0% | +51.0% |
| 6M | +19.1% | -29.7% | +48.8% | +29.7% |
| YTD | -6.5% | -28.9% | +22.3% | +0.6% |
| 1Y | -14.9% | -35.9% | +21.0% | -4.9% |
| 3Y | +151.9% | +28.2% | +123.8% | +86.6% |
| 5Y | +9.4% | +11.8% | -2.4% | -26.9% |
| All | +11.7% | +191.6% | -179.9% | -44.8% |
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