-30.8%
DKS vs SARO
-22.5%
-8.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.9% |
| 7D | -2.0% | -3.1% | +1.1% | -1.1% |
| 30D | -32.7% | -12.2% | -20.5% | -30.1% |
| 3M | -38.8% | -7.4% | -31.4% | -37.9% |
| 6M | -29.4% | -15.3% | -14.2% | -26.7% |
| YTD | -30.3% | -16.2% | -14.1% | -27.7% |
| 1Y | -39.6% | -12.1% | -27.5% | -38.9% |
| All | -30.8% | -22.5% | -8.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 5y: compounded portfolio wealth divided by compounded SARO 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…
5y analysis · Full analysis span regression · 6 months rolling