-29.8%
DKS vs ADVB
-76.7%
+46.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.5% | +12.3% | +7.6% |
| 7D | +8.4% | -29.5% | +38.0% | +7.5% |
| 30D | +7.7% | -66.9% | +74.5% | +5.0% |
| 3M | -25.8% | -73.7% | +48.0% | -27.8% |
| 6M | -31.0% | -64.8% | +33.8% | -32.7% |
| YTD | -23.8% | -64.0% | +40.2% | -25.1% |
| 1Y | -29.8% | -77.0% | +47.2% | -29.4% |
| All | -29.8% | -76.7% | +46.8% | -29.4% |
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