+467.1%
DDOG vs DKS
+353.9%
+113.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -10.1% | +3.0% | -13.2% | -10.8% |
| 30D | -24.8% | -30.5% | +5.7% | -18.9% |
| 3M | -12.6% | -35.7% | +23.1% | -4.3% |
| 6M | +79.9% | -29.7% | +109.6% | +90.4% |
| YTD | +56.6% | -28.9% | +85.4% | +64.3% |
| 1Y | +61.6% | -35.9% | +97.5% | +73.6% |
| 3Y | +117.9% | +28.2% | +89.7% | +86.1% |
| 5Y | +54.2% | +11.8% | +42.4% | +26.6% |
| All | +467.1% | +353.9% | +113.2% | +252.2% |
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 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