-36.9%
DKS vs WOLF
+44.0%
-80.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.2% |
| 7D | -2.0% | -8.6% | +6.5% | -1.6% |
| 30D | -32.7% | -18.3% | -14.5% | -32.0% |
| 3M | -38.8% | -43.1% | +4.3% | -37.1% |
| 6M | -29.4% | +42.4% | -71.9% | -34.0% |
| YTD | -30.3% | +48.9% | -79.2% | -35.5% |
| All | -36.9% | +44.0% | -80.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WOLF 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling