+121.1%
DDOG vs DKS
+27.5%
+93.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.4% | +7.0% |
| 7D | +7.7% | -2.9% | +10.6% | +8.2% |
| 30D | -13.6% | -37.7% | +24.1% | -6.8% |
| 3M | -0.9% | -38.9% | +38.0% | +7.0% |
| 6M | +75.2% | -31.1% | +106.3% | +82.1% |
| YTD | +65.7% | -31.8% | +97.5% | +71.6% |
| 1Y | +60.4% | -38.0% | +98.4% | +69.7% |
| All | +121.1% | +27.5% | +93.6% | +85.3% |
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