-32.8%
DKS vs ALM
+7.9%
-40.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -2.5% |
| 7D | +3.3% | -4.0% | +7.3% | +3.3% |
| 30D | +5.9% | -30.5% | +36.4% | +6.6% |
| 3M | -27.4% | -46.9% | +19.5% | -27.2% |
| 6M | -32.6% | -65.5% | +32.9% | -31.5% |
| YTD | -24.8% | -13.4% | -11.4% | -23.5% |
| 1Y | -32.8% | +9.8% | -42.6% | -30.0% |
| All | -32.8% | +7.9% | -40.8% | -30.0% |
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