+290.1%
DKS vs ALLY
+99.9%
+190.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +3.9% | +4.4% |
| 7D | +3.8% | -0.2% | +4.0% | +4.1% |
| 30D | +8.1% | +3.4% | +4.6% | +6.4% |
| 3M | -28.6% | -11.1% | -17.6% | -24.5% |
| 6M | -33.6% | -11.5% | -22.1% | -29.9% |
| YTD | -23.8% | -12.3% | -11.4% | -19.5% |
| 1Y | -30.7% | +1.1% | -31.8% | -31.8% |
| 3Y | +41.5% | +64.8% | -23.3% | +7.4% |
| 5Y | +23.0% | -6.9% | +29.9% | +17.6% |
| 10Y | +236.0% | +194.9% | +41.0% | +66.9% |
| All | +290.1% | +99.9% | +190.2% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling