+11.3%
DOCU vs DKS
-33.9%
+45.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -5.5% | -2.1% | -3.4% | -5.5% |
| 30D | +12.6% | +7.3% | +5.3% | +12.3% |
| 3M | +36.4% | -28.4% | +64.8% | +38.6% |
| 6M | +66.8% | -36.9% | +103.7% | +68.7% |
| YTD | +13.5% | -27.3% | +40.8% | +14.2% |
| 1Y | +11.3% | -33.2% | +44.5% | +12.8% |
| All | +11.3% | -33.9% | +45.2% | +12.8% |
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