-35.9%
DKS vs ADVB
+5.8%
-41.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.5% |
| 7D | +3.0% | -3.8% | +6.8% | +2.9% |
| 30D | -30.5% | +17.6% | -48.1% | -30.2% |
| 3M | -35.7% | +119.1% | -154.8% | -34.5% |
| 6M | -29.7% | +103.4% | -133.1% | -28.2% |
| YTD | -28.9% | +59.8% | -88.7% | -27.4% |
| 1Y | -35.9% | +8.5% | -44.4% | -35.9% |
| All | -35.9% | +5.8% | -41.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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