-48.1%
DOCS vs DKS
-33.9%
-14.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | -2.1% | +1.3% | -0.5% |
| 30D | +17.4% | +7.3% | +10.1% | +16.4% |
| 3M | +57.4% | -28.4% | +85.8% | +60.3% |
| 6M | +26.5% | -36.9% | +63.4% | +28.0% |
| YTD | -26.6% | -27.3% | +0.7% | -26.4% |
| 1Y | -48.1% | -33.2% | -14.8% | -47.8% |
| All | -48.1% | -33.9% | -14.2% | -47.8% |
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