-38.5%
DKS vs ZYBT
-58.9%
+20.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | -3.0% | -3.7% | +0.8% | -3.0% |
| 30D | -33.4% | 0.0% | -33.4% | -33.4% |
| 3M | -39.4% | +72.2% | -111.6% | -38.8% |
| 6M | -30.1% | +103.1% | -133.2% | -30.4% |
| YTD | -31.0% | +34.8% | -65.7% | -30.5% |
| 1Y | -40.2% | -83.2% | +43.0% | -36.0% |
| All | -38.5% | -58.9% | +20.4% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 all: compounded portfolio wealth divided by compounded ZYBT 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…
all analysis · Full analysis span regression · 6 months rolling