+45.6%
DKS vs ALLE
+94.0%
-48.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.2% |
| 7D | +6.3% | +3.6% | +2.8% | +4.4% |
| 30D | +9.3% | +25.9% | -16.6% | -3.4% |
| 3M | -25.3% | +15.8% | -41.0% | -30.8% |
| 6M | -29.2% | +48.1% | -77.3% | -43.0% |
| YTD | -22.7% | +22.0% | -44.7% | -31.7% |
| 1Y | -30.1% | +18.0% | -48.1% | -37.0% |
| 3Y | +45.6% | +93.1% | -47.4% | -3.4% |
| All | +45.6% | +94.0% | -48.3% | -3.4% |
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