+301.4%
DKS vs ALM
+3,516.3%
-3,214.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +1.6% |
| 7D | +9.4% | -6.3% | +15.8% | +9.4% |
| 30D | +9.8% | -31.4% | +41.2% | +9.9% |
| 3M | -29.3% | -40.6% | +11.3% | -29.2% |
| 6M | -32.6% | -58.6% | +26.1% | -32.4% |
| YTD | -22.6% | -7.6% | -15.0% | -22.6% |
| 1Y | -29.8% | +13.8% | -43.7% | -29.9% |
| 3Y | +43.2% | +842.1% | -798.9% | +42.1% |
| 5Y | +29.8% | +407.4% | -377.6% | +28.9% |
| 10Y | +236.7% | +2,079.4% | -1,842.7% | +233.8% |
| All | +301.4% | +3,516.3% | -3,214.9% | +295.1% |
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