+12.5%
DKS vs ALM
+958.0%
-945.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.9% | +0.9% |
| 7D | -2.9% | +3.6% | -6.5% | -3.1% |
| 30D | -37.7% | +33.8% | -71.5% | -38.8% |
| 3M | -38.9% | +14.8% | -53.7% | -39.8% |
| 6M | -31.1% | -7.0% | -24.1% | -31.7% |
| YTD | -31.8% | +108.1% | -139.9% | -35.5% |
| 1Y | -38.0% | +313.8% | -351.8% | -43.9% |
| 3Y | +28.6% | +2,227.6% | -2,199.0% | -2.0% |
| 5Y | +12.5% | +956.6% | -944.1% | -9.5% |
| All | +12.5% | +958.0% | -945.5% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling