+27.7%
DKS vs ALC
-15.5%
+43.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.1% |
| 7D | -0.4% | -3.7% | +3.2% | +1.1% |
| 30D | -36.6% | -3.7% | -32.9% | -35.6% |
| 3M | -37.6% | +4.6% | -42.2% | -38.6% |
| 6M | -32.1% | -14.6% | -17.5% | -28.0% |
| YTD | -32.3% | -11.9% | -20.5% | -29.4% |
| 1Y | -39.5% | -13.1% | -26.3% | -36.6% |
| 3Y | +27.7% | -15.0% | +42.7% | +33.2% |
| All | +27.7% | -15.5% | +43.2% | +33.2% |
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 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