+45.5%
DKS vs S
+51.7%
-6.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.3% | +1.2% | +0.1% | +1.1% |
| 30D | +8.9% | -7.3% | +16.2% | +9.7% |
| 3M | -26.4% | +5.9% | -32.2% | -27.4% |
| 6M | -31.1% | +45.6% | -76.7% | -35.4% |
| YTD | -22.8% | +58.5% | -81.3% | -29.2% |
| 1Y | -29.5% | +37.6% | -67.1% | -33.8% |
| All | +45.5% | +51.7% | -6.1% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling