+45.6%
DKS vs ABCL
+185.8%
-140.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.9% |
| 7D | +6.3% | -3.3% | +9.6% | +6.6% |
| 30D | +9.3% | -7.1% | +16.4% | +9.6% |
| 3M | -25.3% | +4.7% | -30.0% | -26.5% |
| 6M | -29.2% | +140.9% | -170.1% | -38.7% |
| YTD | -22.7% | +236.0% | -258.7% | -37.1% |
| 1Y | -30.1% | +217.4% | -247.5% | -42.7% |
| 3Y | +45.6% | +188.7% | -143.1% | +9.0% |
| All | +45.6% | +185.8% | -140.2% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling