-61.5%
DOCS vs DKS
-32.3%
-29.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.7% |
| 7D | -1.4% | +3.0% | -4.4% | -1.7% |
| 30D | +21.8% | -30.5% | +52.4% | +26.0% |
| 3M | +27.3% | -35.7% | +63.0% | +31.7% |
| 6M | -0.3% | -29.7% | +29.3% | +1.8% |
| YTD | -40.5% | -28.9% | -11.6% | -39.8% |
| 1Y | -61.5% | -35.9% | -25.7% | -60.2% |
| All | -61.5% | -32.3% | -29.2% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling