+236.7%
DKS vs ALLY
+182.8%
+53.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.7% |
| 7D | +9.4% | -0.7% | +10.1% | +9.9% |
| 30D | +9.8% | +1.1% | +8.6% | +9.2% |
| 3M | -29.3% | -13.2% | -16.1% | -24.2% |
| 6M | -32.6% | -13.5% | -19.1% | -27.9% |
| YTD | -22.6% | -14.3% | -8.3% | -17.2% |
| 1Y | -29.8% | -1.1% | -28.7% | -30.2% |
| 3Y | +43.2% | +62.0% | -18.8% | +8.1% |
| 5Y | +29.8% | -9.6% | +39.5% | +25.8% |
| 10Y | +236.7% | +176.0% | +60.7% | +64.5% |
| All | +236.7% | +182.8% | +53.9% | +64.5% |
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