+32.4%
DKS vs DOC
+43.2%
-10.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | -0.7% | +6.2% | -6.9% | -2.8% |
| 30D | +4.6% | +6.5% | -1.9% | +2.3% |
| 3M | -28.9% | -6.2% | -22.7% | -27.4% |
| 6M | -33.5% | +25.6% | -59.1% | -39.3% |
| YTD | -27.2% | +32.1% | -59.3% | -35.1% |
| 1Y | -33.8% | +20.3% | -54.1% | -38.9% |
| All | +32.4% | +43.2% | -10.8% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling