+29.3%
DKS vs SAN
+343.8%
-314.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -37.7% | -0.1% | -37.6% | -37.6% |
| 3M | -38.9% | +19.6% | -58.6% | -42.5% |
| 6M | -31.1% | +32.7% | -63.8% | -37.6% |
| YTD | -31.8% | +26.7% | -58.5% | -37.6% |
| 1Y | -38.0% | +51.6% | -89.7% | -46.9% |
| All | +29.3% | +343.8% | -314.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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