+243.8%
DKS vs ALLE
+327.3%
-83.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.4% |
| 7D | -2.1% | -0.6% | -1.5% | -1.7% |
| 30D | +7.3% | +25.3% | -18.0% | -6.1% |
| 3M | -28.4% | +10.3% | -38.7% | -32.4% |
| 6M | -36.9% | +38.0% | -74.9% | -48.2% |
| YTD | -27.3% | +17.8% | -45.1% | -35.2% |
| 1Y | -33.2% | +13.6% | -46.8% | -39.3% |
| 3Y | +32.2% | +89.2% | -57.0% | -12.4% |
| 5Y | +22.3% | +51.1% | -28.8% | -8.9% |
| 10Y | +230.5% | +228.1% | +2.3% | +67.4% |
| All | +243.8% | +327.3% | -83.5% | +59.9% |
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