-35.9%
DKS vs NYT
+15.2%
-51.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +3.0% | -1.3% | +4.3% | +3.0% |
| 30D | -30.5% | +2.7% | -33.3% | -30.8% |
| 3M | -35.7% | -10.3% | -25.4% | -35.3% |
| 6M | -29.7% | -16.6% | -13.1% | -29.5% |
| YTD | -28.9% | -2.3% | -26.6% | -28.1% |
| 1Y | -35.9% | +15.0% | -50.9% | -38.1% |
| All | -35.9% | +15.2% | -51.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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