-34.4%
DOW vs DKS
+27.3%
-61.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.4% | -4.7% | +2.4% | -1.3% |
| 30D | -4.1% | -35.1% | +31.0% | +4.4% |
| 3M | -12.4% | -37.7% | +25.3% | -4.1% |
| 6M | -10.6% | -30.7% | +20.1% | -6.4% |
| YTD | +31.1% | -31.9% | +63.0% | +37.8% |
| 1Y | +30.5% | -40.0% | +70.5% | +42.5% |
| All | -34.4% | +27.3% | -61.7% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling