+34.8%
DIS vs DKS
+33.7%
+1.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | +3.0% | -5.6% | -3.1% |
| 30D | +3.5% | -30.5% | +34.0% | +10.0% |
| 3M | +6.8% | -35.7% | +42.5% | +15.6% |
| 6M | +3.0% | -29.7% | +32.7% | +8.6% |
| YTD | -6.7% | -28.9% | +22.1% | -2.1% |
| 1Y | -10.1% | -35.9% | +25.8% | -3.7% |
| All | +34.8% | +33.7% | +1.1% | +20.6% |
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