+218.4%
DKS vs ALLY
+172.1%
+46.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +3.3% | -2.1% | +5.4% | +4.3% |
| 30D | +5.9% | +2.0% | +3.9% | +4.9% |
| 3M | -27.4% | -13.3% | -14.1% | -22.1% |
| 6M | -32.6% | -9.9% | -22.8% | -29.4% |
| YTD | -24.8% | -13.5% | -11.3% | -19.9% |
| 1Y | -32.8% | -2.8% | -30.0% | -32.7% |
| 3Y | +39.1% | +63.4% | -24.4% | +4.6% |
| 5Y | +25.0% | -10.9% | +35.9% | +22.0% |
| All | +218.4% | +172.1% | +46.3% | +55.5% |
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