-39.6%
DKS vs STLA
-40.1%
+0.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.9% |
| 7D | -2.0% | -2.9% | +0.8% | -1.5% |
| 30D | -32.7% | +0.9% | -33.7% | -32.9% |
| 3M | -38.8% | -21.6% | -17.2% | -36.1% |
| 6M | -29.4% | -21.6% | -7.8% | -26.6% |
| YTD | -30.3% | -50.4% | +20.1% | -20.3% |
| 1Y | -39.6% | -43.6% | +4.0% | -34.9% |
| All | -39.6% | -40.1% | +0.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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