-40.0%
DKS vs SM
+51.5%
-91.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.7% | +2.1% | -6.9% | -4.7% |
| 30D | -35.1% | +18.1% | -53.2% | -34.8% |
| 3M | -37.7% | +17.0% | -54.7% | -37.3% |
| 6M | -30.7% | +55.4% | -86.2% | -32.3% |
| YTD | -31.9% | +108.6% | -140.5% | -37.8% |
| 1Y | -40.0% | +45.7% | -85.7% | -37.1% |
| All | -40.0% | +51.5% | -91.5% | -37.1% |
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