-29.8%
DKS vs ALLY
-1.7%
-28.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.6% |
| 7D | +9.4% | -0.7% | +10.1% | +9.9% |
| 30D | +9.8% | +1.1% | +8.6% | +9.3% |
| 3M | -29.3% | -13.2% | -16.1% | -24.7% |
| 6M | -32.6% | -13.5% | -19.1% | -28.2% |
| YTD | -22.6% | -14.3% | -8.3% | -17.4% |
| 1Y | -29.8% | -1.1% | -28.7% | -30.4% |
| All | -29.8% | -1.7% | -28.1% | -30.4% |
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