-35.9%
DKS vs Z
-58.8%
+23.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +3.0% | -3.0% | +6.0% | +3.4% |
| 30D | -30.5% | -4.2% | -26.4% | -30.0% |
| 3M | -35.7% | -3.7% | -32.0% | -35.4% |
| 6M | -29.7% | -24.5% | -5.2% | -27.6% |
| YTD | -28.9% | -49.3% | +20.4% | -23.2% |
| 1Y | -35.9% | -58.7% | +22.8% | -30.8% |
| All | -35.9% | -58.8% | +23.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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