+41.5%
DKS vs ARMK
+101.3%
-59.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +3.4% |
| 7D | +3.8% | +0.9% | +2.9% | +3.3% |
| 30D | +8.1% | -0.4% | +8.4% | +7.7% |
| 3M | -28.6% | -2.0% | -26.6% | -28.6% |
| 6M | -33.6% | +22.0% | -55.6% | -40.1% |
| YTD | -23.8% | +49.6% | -73.4% | -38.0% |
| 1Y | -30.7% | +46.4% | -77.1% | -43.0% |
| 3Y | +41.5% | +103.2% | -61.7% | +8.0% |
| All | +41.5% | +101.3% | -59.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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