-32.8%
DKS vs S
+29.4%
-62.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.6% | -2.4% |
| 7D | +3.3% | +4.1% | -0.8% | +3.2% |
| 30D | +5.9% | -7.2% | +13.1% | +6.1% |
| 3M | -27.4% | 0.0% | -27.4% | -27.5% |
| 6M | -32.6% | +41.6% | -74.2% | -31.8% |
| YTD | -24.8% | +48.6% | -73.4% | -24.0% |
| 1Y | -32.8% | +30.0% | -62.9% | -32.3% |
| All | -32.8% | +29.4% | -62.3% | -32.3% |
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