+45.5%
DKS vs ALC
+2.0%
+43.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.6% |
| 7D | +1.3% | -6.3% | +7.6% | +4.0% |
| 30D | +8.9% | +12.6% | -3.7% | +4.0% |
| 3M | -26.4% | -3.8% | -22.5% | -25.2% |
| 6M | -31.1% | +16.8% | -47.9% | -34.9% |
| YTD | -22.8% | -7.6% | -15.2% | -21.1% |
| 1Y | -29.5% | -5.9% | -23.6% | -28.5% |
| All | +45.5% | +2.0% | +43.5% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling