+29.1%
DKS vs SITM
+423.6%
-394.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -4.7% | +4.8% | -9.6% | -5.3% |
| 30D | -35.1% | -9.7% | -25.3% | -34.4% |
| 3M | -37.7% | -9.3% | -28.4% | -38.0% |
| 6M | -30.7% | +69.5% | -100.3% | -38.8% |
| YTD | -31.9% | +70.5% | -102.5% | -40.5% |
| 1Y | -40.0% | +145.3% | -185.3% | -51.5% |
| All | +29.1% | +423.6% | -394.5% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling