+309.4%
DKS vs ALC
+17.1%
+292.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +1.1% |
| 7D | -4.7% | -7.7% | +2.9% | -1.1% |
| 30D | -35.1% | -11.7% | -23.4% | -31.1% |
| 3M | -37.7% | +0.7% | -38.4% | -37.9% |
| 6M | -30.7% | -17.1% | -13.7% | -25.1% |
| YTD | -31.9% | -15.1% | -16.8% | -27.4% |
| 1Y | -40.0% | -14.1% | -25.9% | -36.4% |
| 3Y | +28.4% | -18.2% | +46.6% | +36.3% |
| 5Y | +12.4% | -19.2% | +31.6% | +18.4% |
| All | +309.4% | +17.1% | +292.3% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling