+38.6%
DKS vs DOC
+43.5%
-4.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.6% | +6.6% |
| 7D | +8.4% | +8.7% | -0.3% | +5.2% |
| 30D | +7.7% | +7.6% | 0.0% | +4.9% |
| 3M | -25.8% | -5.3% | -20.5% | -24.5% |
| 6M | -31.0% | +27.6% | -58.6% | -37.4% |
| YTD | -23.8% | +32.4% | -56.2% | -32.1% |
| 1Y | -29.8% | +22.9% | -52.7% | -35.8% |
| All | +38.6% | +43.5% | -4.9% | +19.7% |
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