-29.8%
DKS vs SONY
-6.4%
-23.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.2% | +5.5% | +7.2% |
| 7D | +8.4% | +2.9% | +5.5% | +7.8% |
| 30D | +7.7% | +10.2% | -2.6% | +6.0% |
| 3M | -25.8% | +16.1% | -41.9% | -26.8% |
| 6M | -31.0% | +32.1% | -63.1% | -33.6% |
| YTD | -23.8% | +1.4% | -25.2% | -22.1% |
| 1Y | -29.8% | -7.0% | -22.8% | -26.5% |
| All | -29.8% | -6.4% | -23.4% | -26.5% |
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