+272.0%
DKS vs ALLY
+98.1%
+173.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.9% |
| 1Y | -33.2% | +1.8% | -35.1% | -34.5% |
| 3Y | +32.2% | +58.0% | -25.8% | +2.3% |
| 5Y | +22.3% | -8.4% | +30.7% | +17.8% |
| 10Y | +230.5% | +195.3% | +35.2% | +64.3% |
| All | +272.0% | +98.1% | +173.9% | +108.8% |
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