-31.1%
DKS vs COO
+4.6%
-35.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +1.3% | -2.3% | +3.6% | +2.5% |
| 30D | +8.9% | +13.3% | -4.4% | +3.3% |
| 3M | -26.4% | -18.1% | -8.3% | -14.6% |
| 6M | -31.1% | +6.7% | -37.8% | -25.0% |
| All | -31.1% | +4.6% | -35.6% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling