-35.9%
DKS vs SONY
-10.8%
-25.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | -30.5% | +9.4% | -40.0% | -31.4% |
| 3M | -35.7% | +10.5% | -46.2% | -36.6% |
| 6M | -29.7% | +11.7% | -41.4% | -31.2% |
| YTD | -28.9% | -4.1% | -24.8% | -25.6% |
| 1Y | -35.9% | -11.8% | -24.1% | -29.8% |
| All | -35.9% | -10.8% | -25.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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