-35.9%
DKS vs ALLY
+9.5%
-45.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +3.0% | +3.7% | -0.7% | +1.5% |
| 30D | -30.5% | -2.3% | -28.3% | -29.9% |
| 3M | -35.7% | +3.8% | -39.5% | -36.8% |
| 6M | -29.7% | +9.7% | -39.4% | -32.5% |
| YTD | -28.9% | -1.4% | -27.4% | -28.9% |
| 1Y | -35.9% | +8.2% | -44.1% | -40.0% |
| All | -35.9% | +9.5% | -45.4% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling