+27.7%
DKS vs ARMK
+125.3%
-97.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.5% |
| 7D | -0.4% | +1.7% | -2.1% | -1.2% |
| 30D | -36.6% | +3.1% | -39.7% | -37.6% |
| 3M | -37.6% | +9.2% | -46.8% | -40.2% |
| 6M | -32.1% | +43.7% | -75.7% | -43.1% |
| YTD | -32.3% | +57.4% | -89.7% | -46.0% |
| 1Y | -39.5% | +51.9% | -91.3% | -50.9% |
| 3Y | +27.7% | +125.4% | -97.7% | -13.0% |
| All | +27.7% | +125.3% | -97.6% | -13.0% |
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