+12.5%
DKS vs ALC
-17.4%
+30.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -2.9% | -5.3% | +2.4% | -0.7% |
| 30D | -37.7% | -7.1% | -30.6% | -35.8% |
| 3M | -38.9% | +0.8% | -39.7% | -39.0% |
| 6M | -31.1% | -16.0% | -15.1% | -26.5% |
| YTD | -31.8% | -12.7% | -19.1% | -28.6% |
| 1Y | -38.0% | -12.8% | -25.2% | -35.2% |
| 3Y | +28.6% | -15.8% | +44.5% | +34.4% |
| 5Y | +12.5% | -16.7% | +29.2% | +24.0% |
| All | +12.5% | -17.4% | +30.0% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling