-35.9%
DKS vs DOC
+23.9%
-59.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +3.0% | -1.5% | +4.5% | +3.4% |
| 30D | -30.5% | -4.8% | -25.8% | -29.8% |
| 3M | -35.7% | +6.9% | -42.6% | -36.7% |
| 6M | -29.7% | +20.7% | -50.4% | -33.3% |
| YTD | -28.9% | +34.1% | -63.0% | -34.2% |
| 1Y | -35.9% | +22.6% | -58.5% | -41.8% |
| All | -35.9% | +23.9% | -59.8% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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