-39.6%
DKS vs STZ
-11.8%
-27.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | -2.0% | -4.5% | +2.4% | -0.7% |
| 30D | -32.7% | -8.6% | -24.1% | -30.7% |
| 3M | -38.8% | -13.8% | -25.0% | -36.4% |
| 6M | -29.4% | -17.2% | -12.3% | -26.1% |
| YTD | -30.3% | -9.4% | -20.9% | -29.3% |
| 1Y | -39.6% | -11.9% | -27.7% | -38.6% |
| All | -39.6% | -11.8% | -27.8% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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