+300.6%
DKS vs ALM
+3,551.9%
-3,251.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -5.0% | +2.8% |
| 7D | +6.3% | +1.2% | +5.1% | +6.3% |
| 30D | +9.3% | -19.3% | +28.6% | +9.4% |
| 3M | -25.3% | -40.6% | +15.4% | -25.2% |
| 6M | -29.2% | -57.9% | +28.7% | -29.1% |
| YTD | -22.7% | -6.7% | -16.0% | -22.8% |
| 1Y | -30.1% | +20.2% | -50.3% | -30.2% |
| 3Y | +45.6% | +879.4% | -833.8% | +44.5% |
| 5Y | +28.5% | +415.3% | -386.8% | +27.6% |
| 10Y | +235.2% | +2,100.8% | -1,865.6% | +232.3% |
| All | +300.6% | +3,551.9% | -3,251.3% | +294.3% |
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