+15.8%
DKS vs ALK
-25.3%
+41.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -1.0% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | -30.5% | -19.2% | -11.3% | -25.7% |
| 3M | -35.7% | -1.5% | -34.2% | -36.6% |
| 6M | -29.7% | -13.1% | -16.6% | -28.6% |
| YTD | -28.9% | -16.4% | -12.4% | -27.2% |
| 1Y | -35.9% | -33.1% | -2.8% | -28.8% |
| 3Y | +28.2% | +0.6% | +27.5% | +12.9% |
| All | +15.8% | -25.3% | +41.1% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling