+32.2%
DKS vs NYT
+56.2%
-24.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -32.7% | +4.6% | -37.3% | -33.6% |
| 3M | -38.8% | -9.6% | -29.2% | -37.7% |
| 6M | -29.4% | -14.0% | -15.4% | -27.5% |
| YTD | -30.3% | -2.8% | -27.5% | -31.1% |
| 1Y | -39.6% | +15.6% | -55.2% | -43.7% |
| 3Y | +32.2% | +56.3% | -24.1% | +7.1% |
| All | +32.2% | +56.2% | -24.0% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling