+327.9%
DKS vs ALC
+24.0%
+303.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.6% |
| 7D | +3.0% | -2.1% | +5.1% | +4.0% |
| 30D | -30.5% | -0.1% | -30.4% | -30.5% |
| 3M | -35.7% | +5.9% | -41.6% | -37.3% |
| 6M | -29.7% | -15.9% | -13.8% | -24.4% |
| YTD | -28.9% | -10.1% | -18.7% | -26.1% |
| 1Y | -35.9% | -10.2% | -25.6% | -33.4% |
| 3Y | +28.2% | -13.6% | +41.7% | +32.6% |
| 5Y | +11.8% | -15.1% | +27.0% | +15.2% |
| All | +327.9% | +24.0% | +303.9% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling