+34.6%
DKS vs IBB
+68.6%
-34.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.1% |
| 7D | +3.0% | +1.4% | +1.6% | +2.2% |
| 30D | -30.5% | +10.5% | -41.0% | -35.3% |
| 3M | -35.7% | +23.6% | -59.3% | -44.6% |
| 6M | -29.7% | +22.6% | -52.3% | -39.2% |
| YTD | -28.9% | +25.7% | -54.5% | -39.8% |
| 1Y | -35.9% | +51.4% | -87.2% | -52.6% |
| All | +34.6% | +68.6% | -34.0% | -12.6% |
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