+27.7%
DKS vs SM
-2.8%
+30.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -5.6% |
| 7D | -0.4% | -0.2% | -0.3% | -0.5% |
| 30D | -36.6% | +31.5% | -68.1% | -40.0% |
| 3M | -37.6% | +17.3% | -55.0% | -40.0% |
| 6M | -32.1% | +48.5% | -80.6% | -39.6% |
| YTD | -32.3% | +106.3% | -138.6% | -46.0% |
| 1Y | -39.5% | +47.3% | -86.8% | -46.5% |
| 3Y | +27.7% | -1.4% | +29.1% | +16.2% |
| All | +27.7% | -2.8% | +30.4% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling