-38.0%
DKS vs ABCL
+164.4%
-202.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.2% | +0.8% |
| 7D | -2.9% | -2.7% | -0.2% | -2.9% |
| 30D | -37.7% | +18.3% | -56.0% | -38.5% |
| 3M | -38.9% | +108.5% | -147.4% | -43.1% |
| 6M | -31.1% | +213.9% | -245.0% | -39.5% |
| YTD | -31.8% | +223.1% | -254.9% | -41.4% |
| 1Y | -38.0% | +160.6% | -198.7% | -45.2% |
| All | -38.0% | +164.4% | -202.4% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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