-29.8%
DKS vs S
+36.5%
-66.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.6% | +6.1% | +7.7% |
| 7D | +8.4% | -8.2% | +16.6% | +8.4% |
| 30D | +7.7% | -7.6% | +15.3% | +7.8% |
| 3M | -25.8% | +12.0% | -37.7% | -25.8% |
| 6M | -31.0% | +50.6% | -81.6% | -30.2% |
| YTD | -23.8% | +56.6% | -80.4% | -23.0% |
| 1Y | -29.8% | +39.2% | -69.1% | -29.0% |
| All | -29.8% | +36.5% | -66.3% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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