-10.4%
DOW vs DKS
+371.7%
-382.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.8% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | +2.0% | -36.6% | +38.6% | +13.8% |
| 3M | -12.5% | -37.6% | +25.1% | -2.5% |
| 6M | -9.2% | -32.1% | +22.9% | -2.4% |
| YTD | +30.8% | -32.3% | +63.1% | +40.5% |
| 1Y | +29.4% | -39.5% | +68.9% | +43.5% |
| 3Y | -34.6% | +27.7% | -62.2% | -44.4% |
| 5Y | -35.9% | +15.0% | -51.0% | -47.6% |
| All | -10.4% | +371.7% | -382.1% | -61.7% |
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