+11.8%
DIA vs DKS
-30.6%
+42.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.1% |
| 7D | +2.1% | +6.3% | -4.2% | +1.6% |
| 30D | +1.5% | +9.3% | -7.8% | +0.7% |
| 3M | -2.4% | -25.3% | +22.9% | -0.2% |
| 6M | +6.0% | -29.2% | +35.2% | +8.6% |
| YTD | +10.1% | -22.7% | +32.8% | +11.1% |
| 1Y | +11.8% | -30.1% | +41.9% | +14.2% |
| All | +11.8% | -30.6% | +42.4% | +14.2% |
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 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