+17.9%
DG vs DKS
-38.2%
+56.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -6.3% | -4.7% | -1.6% | -5.5% |
| 30D | +2.4% | -35.1% | +37.5% | +9.9% |
| 3M | +12.4% | -37.7% | +50.1% | +21.9% |
| 6M | -14.9% | -30.7% | +15.8% | -9.8% |
| YTD | -6.1% | -31.9% | +25.9% | -0.3% |
| 1Y | +17.9% | -40.0% | +57.9% | +28.1% |
| All | +17.9% | -38.2% | +56.1% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling