+236.6%
DKS vs ALLE
+260.9%
-24.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.4% |
| 3M | -35.7% | +21.0% | -56.7% | -42.8% |
| 6M | -29.7% | +1.1% | -30.8% | -30.8% |
| YTD | -28.9% | -0.5% | -28.3% | -29.8% |
| 1Y | -35.9% | -7.3% | -28.6% | -34.1% |
| 3Y | +28.2% | +42.3% | -14.1% | +0.7% |
| 5Y | +11.8% | +13.5% | -1.6% | -1.7% |
| 10Y | +211.6% | +144.0% | +67.6% | +83.6% |
| All | +236.6% | +260.9% | -24.3% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling