-30.1%
DKS vs ALM
+19.0%
-49.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -5.0% | +2.6% |
| 7D | +6.3% | +1.2% | +5.1% | +6.2% |
| 30D | +9.3% | -19.3% | +28.6% | +9.6% |
| 3M | -25.3% | -40.6% | +15.4% | -25.3% |
| 6M | -29.2% | -57.9% | +28.7% | -28.6% |
| YTD | -22.7% | -6.7% | -16.0% | -21.4% |
| 1Y | -30.1% | +20.2% | -50.3% | -26.9% |
| All | -30.1% | +19.0% | -49.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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