+27.7%
DKS vs STZ
-50.3%
+78.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -3.2% |
| 7D | -0.4% | -7.4% | +7.0% | +1.8% |
| 30D | -36.6% | -10.9% | -25.7% | -34.4% |
| 3M | -37.6% | -13.4% | -24.2% | -35.0% |
| 6M | -32.1% | -16.2% | -15.9% | -28.7% |
| YTD | -32.3% | -10.4% | -21.9% | -30.7% |
| 1Y | -39.5% | -14.8% | -24.7% | -37.3% |
| 3Y | +27.7% | -50.1% | +77.8% | +49.6% |
| All | +27.7% | -50.3% | +78.0% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling