+41.7%
DKS vs SBAC
-8.5%
+50.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | +3.3% | -3.4% | +6.6% | +3.4% |
| 30D | +5.9% | +2.6% | +3.3% | +5.8% |
| 3M | -27.4% | +2.6% | -30.1% | -27.5% |
| 6M | -32.6% | -11.5% | -21.1% | -32.4% |
| YTD | -24.8% | -1.6% | -23.2% | -24.8% |
| 1Y | -32.8% | -5.1% | -27.7% | -32.7% |
| All | +41.7% | -8.5% | +50.2% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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