-50.3%
DOCS vs DKS
+63.7%
-114.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.6% |
| 7D | -1.4% | +3.0% | -4.4% | -2.3% |
| 30D | +21.8% | -30.5% | +52.4% | +33.3% |
| 3M | +27.3% | -35.7% | +63.0% | +42.2% |
| 6M | -0.3% | -29.7% | +29.3% | +7.0% |
| YTD | -40.5% | -28.9% | -11.6% | -36.7% |
| 1Y | -61.5% | -35.9% | -25.7% | -57.9% |
| 3Y | +8.2% | +28.2% | -20.0% | -13.9% |
| 5Y | -73.4% | +11.8% | -85.3% | -81.5% |
| All | -50.3% | +63.7% | -114.0% | -66.8% |
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 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