+45.6%
DKS vs ALK
+13.2%
+32.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.2% | +3.2% |
| 7D | +6.3% | -1.2% | +7.5% | +6.6% |
| 30D | +9.3% | +7.7% | +1.6% | +7.0% |
| 3M | -25.3% | -19.0% | -6.3% | -21.4% |
| 6M | -29.2% | -0.2% | -29.0% | -30.9% |
| YTD | -22.7% | -23.5% | +0.8% | -19.4% |
| 1Y | -30.1% | -9.1% | -21.0% | -31.2% |
| 3Y | +45.6% | +12.0% | +33.6% | +41.0% |
| All | +45.6% | +13.2% | +32.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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