+5,973.9%
DKS vs ALK
+886.4%
+5,087.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -2.1% | +9.0% | -11.1% | -5.0% |
| 30D | +7.3% | -1.6% | +9.0% | +7.7% |
| 3M | -28.4% | -23.2% | -5.2% | -22.6% |
| 6M | -36.9% | -3.9% | -33.0% | -37.7% |
| YTD | -27.3% | -22.6% | -4.7% | -24.0% |
| 1Y | -33.2% | -5.3% | -27.9% | -35.1% |
| 3Y | +32.2% | +18.6% | +13.6% | +12.8% |
| 5Y | +22.3% | -34.4% | +56.7% | +27.0% |
| 10Y | +230.5% | -40.8% | +271.2% | +221.3% |
| All | +5,973.9% | +886.4% | +5,087.5% | +1,910.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling