-38.0%
DKS vs ALLY
+4.3%
-42.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.0% |
| 30D | -37.7% | -4.5% | -33.2% | -36.5% |
| 3M | -38.9% | -2.8% | -36.1% | -38.2% |
| 6M | -31.1% | +10.3% | -41.4% | -33.8% |
| YTD | -31.8% | -5.7% | -26.1% | -30.6% |
| 1Y | -38.0% | +3.9% | -42.0% | -40.9% |
| All | -38.0% | +4.3% | -42.3% | -40.9% |
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