-30.1%
DKS vs COO
-12.3%
-17.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.4% |
| 7D | +6.3% | +0.5% | +5.8% | +6.1% |
| 30D | +9.3% | +14.2% | -4.9% | +3.0% |
| 3M | -25.3% | -18.2% | -7.1% | -15.6% |
| 6M | -29.2% | +5.3% | -34.5% | -28.8% |
| YTD | -22.7% | -23.6% | +0.8% | -8.5% |
| 1Y | -30.1% | -12.7% | -17.4% | -23.4% |
| All | -30.1% | -12.3% | -17.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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