-33.2%
DKS vs DOC
+20.9%
-54.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -2.1% | +6.5% | -8.6% | -3.8% |
| 30D | +7.3% | +9.2% | -1.8% | +4.9% |
| 3M | -28.4% | -2.5% | -25.9% | -28.4% |
| 6M | -36.9% | +7.1% | -44.0% | -38.0% |
| YTD | -27.3% | +33.0% | -60.3% | -30.5% |
| 1Y | -33.2% | +23.3% | -56.5% | -38.3% |
| All | -33.2% | +20.9% | -54.2% | -38.3% |
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