-40.0%
DKS vs S
+10.1%
-50.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -35.1% | -11.8% | -23.3% | -34.9% |
| 3M | -37.7% | +33.9% | -71.7% | -37.2% |
| 6M | -30.7% | +40.1% | -70.8% | -30.3% |
| YTD | -31.9% | +32.1% | -64.0% | -31.4% |
| 1Y | -40.0% | +11.0% | -51.0% | -38.5% |
| All | -40.0% | +10.1% | -50.1% | -38.5% |
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