+32.2%
DKS vs ALLE
+88.9%
-56.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.3% |
| 7D | -2.1% | -0.6% | -1.5% | -1.7% |
| 30D | +7.3% | +25.3% | -18.0% | -5.0% |
| 3M | -28.4% | +10.3% | -38.7% | -32.1% |
| 6M | -36.9% | +38.0% | -74.9% | -47.2% |
| YTD | -27.3% | +17.8% | -45.1% | -34.6% |
| 1Y | -33.2% | +13.6% | -46.8% | -38.5% |
| 3Y | +32.2% | +89.2% | -57.0% | -12.6% |
| All | +32.2% | +88.9% | -56.7% | -12.6% |
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