+268.9%
DKS vs ALM
+7,705.7%
-7,436.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +3.0% | -2.6% | +5.6% | +3.0% |
| 30D | -30.5% | +32.0% | -62.5% | -30.6% |
| 3M | -35.7% | -15.0% | -20.7% | -35.7% |
| 6M | -29.7% | -10.1% | -19.6% | -29.7% |
| YTD | -28.9% | +99.4% | -128.3% | -29.0% |
| 1Y | -35.9% | +316.4% | -352.2% | -36.2% |
| 3Y | +28.2% | +2,022.0% | -1,993.8% | +26.9% |
| 5Y | +11.8% | +941.2% | -929.4% | +10.8% |
| 10Y | +211.6% | +2,950.3% | -2,738.7% | +208.4% |
| All | +268.9% | +7,705.7% | -7,436.9% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling