+28.4%
DKS vs ALHC
+159.8%
-131.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.9% |
| 7D | -0.4% | -1.0% | +0.5% | -0.4% |
| 30D | -36.6% | -6.3% | -30.3% | -36.5% |
| 3M | -37.6% | -12.3% | -25.3% | -37.5% |
| 6M | -32.1% | -27.0% | -5.1% | -31.7% |
| YTD | -32.3% | -31.8% | -0.5% | -32.0% |
| 1Y | -39.5% | -17.0% | -22.5% | -39.2% |
| All | +28.4% | +159.8% | -131.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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