+27.7%
DKS vs S
+13.8%
+13.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.5% |
| 7D | -0.4% | -5.8% | +5.4% | +0.5% |
| 30D | -36.6% | -9.2% | -27.4% | -35.7% |
| 3M | -37.6% | +23.4% | -61.0% | -39.8% |
| 6M | -32.1% | +36.9% | -69.0% | -36.1% |
| YTD | -32.3% | +29.5% | -61.9% | -35.9% |
| 1Y | -39.5% | +5.4% | -44.9% | -40.6% |
| 3Y | +27.7% | +14.7% | +13.0% | +9.4% |
| All | +27.7% | +13.8% | +13.9% | +9.4% |
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