-35.9%
DKS vs SM
+36.8%
-72.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.5% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | -30.5% | +25.6% | -56.1% | -30.3% |
| 3M | -35.7% | +8.0% | -43.7% | -35.4% |
| 6M | -29.7% | +50.8% | -80.5% | -31.9% |
| YTD | -28.9% | +97.9% | -126.7% | -35.5% |
| 1Y | -35.9% | +33.8% | -69.7% | -32.2% |
| All | -35.9% | +36.8% | -72.6% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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