+66.4%
DOCN vs DKS
+120.6%
-54.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.5% | -11.4% | -14.0% |
| 7D | -29.3% | -0.7% | -28.6% | -29.2% |
| 30D | -46.0% | +4.6% | -50.6% | -47.6% |
| 3M | -43.2% | -28.9% | -14.3% | -37.0% |
| 6M | -53.7% | -33.5% | -20.2% | -48.0% |
| YTD | +46.9% | -27.2% | +74.1% | +54.9% |
| 1Y | +54.3% | -33.8% | +88.1% | +70.5% |
| 3Y | +185.5% | +31.5% | +154.0% | +107.5% |
| 5Y | -31.1% | +22.5% | -53.6% | -54.5% |
| All | +66.4% | +120.6% | -54.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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