-30.1%
DKS vs STLA
-64.5%
+34.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +6.3% | -13.8% | +20.1% | +8.6% |
| 30D | +9.3% | -10.5% | +19.8% | +11.2% |
| 3M | -25.3% | -28.9% | +3.6% | -21.2% |
| 6M | -29.2% | -49.7% | +20.5% | -21.5% |
| YTD | -22.7% | -64.9% | +42.2% | -8.8% |
| 1Y | -30.1% | -64.0% | +33.9% | -19.1% |
| All | -30.1% | -64.5% | +34.4% | -19.1% |
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