+364.3%
DKS vs ALC
+27.5%
+336.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | +1.3% | -6.3% | +7.6% | +4.4% |
| 30D | +8.9% | +12.6% | -3.7% | +3.1% |
| 3M | -26.4% | -3.8% | -22.5% | -25.0% |
| 6M | -31.1% | +16.8% | -47.9% | -35.9% |
| YTD | -22.8% | -7.6% | -15.2% | -20.9% |
| 1Y | -29.5% | -5.9% | -23.6% | -28.4% |
| 3Y | +42.8% | +0.6% | +42.2% | +37.0% |
| 5Y | +29.2% | -9.5% | +38.6% | +28.8% |
| All | +364.3% | +27.5% | +336.8% | +233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling