+41.5%
DKS vs IBB
+86.3%
-44.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +3.3% |
| 7D | +3.8% | +2.7% | +1.1% | +2.4% |
| 30D | +8.1% | +6.3% | +1.7% | +4.3% |
| 3M | -28.6% | +11.1% | -39.7% | -33.5% |
| 6M | -33.6% | +29.2% | -62.8% | -44.1% |
| YTD | -23.8% | +30.2% | -54.0% | -36.6% |
| 1Y | -30.7% | +39.5% | -70.2% | -45.1% |
| 3Y | +41.5% | +92.3% | -50.8% | -17.9% |
| All | +41.5% | +86.3% | -44.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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