+21.6%
DKS vs ALLY
-9.5%
+31.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | +7.3% | +3.1% | +4.3% | +5.8% |
| 3M | -28.4% | -12.6% | -15.9% | -23.7% |
| 6M | -36.9% | -12.4% | -24.5% | -33.0% |
| YTD | -27.3% | -13.2% | -14.2% | -22.8% |
| 1Y | -33.2% | +1.8% | -35.1% | -34.5% |
| 3Y | +32.2% | +58.0% | -25.8% | +2.4% |
| All | +21.6% | -9.5% | +31.1% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling