+196.1%
DKS vs ALLY
+181.1%
+15.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -3.2% |
| 7D | -0.4% | +1.0% | -1.5% | -0.9% |
| 30D | -36.6% | -3.3% | -33.3% | -35.5% |
| 3M | -37.6% | +0.5% | -38.1% | -37.9% |
| 6M | -32.1% | +12.6% | -44.7% | -36.3% |
| YTD | -32.3% | -4.7% | -27.6% | -31.3% |
| 1Y | -39.5% | +5.2% | -44.7% | -41.8% |
| 3Y | +27.7% | +66.5% | -38.8% | -5.0% |
| 5Y | +15.0% | +0.2% | +14.8% | +5.2% |
| All | +196.1% | +181.1% | +15.1% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling