+34.6%
DKS vs ALLE
+50.9%
-16.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | -30.5% | -6.8% | -23.7% | -27.7% |
| 3M | -35.7% | +21.0% | -56.7% | -42.3% |
| 6M | -29.7% | +1.1% | -30.8% | -30.3% |
| YTD | -28.9% | -0.5% | -28.3% | -29.8% |
| 1Y | -35.9% | -7.3% | -28.6% | -33.8% |
| All | +34.6% | +50.9% | -16.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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