-35.9%
DKS vs EXPD
+57.8%
-93.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +3.0% | -1.1% | +4.1% | +3.2% |
| 30D | -30.5% | +4.1% | -34.6% | -31.1% |
| 3M | -35.7% | +17.9% | -53.6% | -37.8% |
| 6M | -29.7% | +29.2% | -58.9% | -33.3% |
| YTD | -28.9% | +27.4% | -56.2% | -32.6% |
| 1Y | -35.9% | +56.8% | -92.7% | -41.9% |
| All | -35.9% | +57.8% | -93.7% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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