-31.9%
DIS vs DKS
+21.0%
-52.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +5.2% | -2.1% | +7.3% | +5.7% |
| 30D | +11.5% | +7.3% | +4.1% | +9.6% |
| 3M | +11.5% | -28.4% | +40.0% | +18.0% |
| 6M | +8.9% | -36.9% | +45.8% | +18.5% |
| YTD | +3.4% | -27.3% | +30.7% | +8.3% |
| 1Y | +7.2% | -33.2% | +40.4% | +14.4% |
| 3Y | +43.3% | +32.2% | +11.2% | +23.9% |
| All | -31.9% | +21.0% | -52.9% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling