-29.8%
DKS vs SITM
+47.5%
-77.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -9.4% | +17.1% | +7.8% |
| 7D | +8.4% | -19.5% | +28.0% | +8.9% |
| 30D | +7.7% | -43.2% | +50.9% | +9.7% |
| 3M | -25.8% | -30.8% | +5.1% | -25.1% |
| 6M | -31.0% | -28.6% | -2.4% | -31.3% |
| YTD | -23.8% | +14.2% | -38.0% | -27.9% |
| 1Y | -29.8% | +44.4% | -74.2% | -36.0% |
| All | -29.8% | +47.5% | -77.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling