-40.2%
DKS vs BEN
+45.3%
-85.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.0% | -3.1% | +0.1% | -2.2% |
| 30D | -33.4% | +0.2% | -33.5% | -33.6% |
| 3M | -39.4% | +6.8% | -46.2% | -41.0% |
| 6M | -30.1% | +38.1% | -68.2% | -38.9% |
| YTD | -31.0% | +44.3% | -75.3% | -41.3% |
| 1Y | -40.2% | +42.6% | -82.7% | -51.1% |
| All | -40.2% | +45.3% | -85.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling