+27.7%
DKS vs ALM
+2,327.9%
-2,300.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.8% | -13.7% | -5.2% |
| 7D | -0.4% | +8.4% | -8.9% | -0.7% |
| 30D | -36.6% | +34.8% | -71.5% | -37.5% |
| 3M | -37.6% | +16.2% | -53.8% | -38.3% |
| 6M | -32.1% | +2.1% | -34.2% | -32.7% |
| YTD | -32.3% | +117.0% | -149.3% | -34.9% |
| 1Y | -39.5% | +313.9% | -353.3% | -43.3% |
| 3Y | +27.7% | +2,327.9% | -2,300.3% | +8.0% |
| All | +27.7% | +2,327.9% | -2,300.3% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling