-16.2%
DPZ vs DKS
-31.4%
+15.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.3% |
| 7D | +3.7% | +3.8% | -0.2% | +3.3% |
| 30D | +8.0% | +8.1% | -0.1% | +7.5% |
| 3M | -4.2% | -28.6% | +24.4% | -3.4% |
| 6M | +4.6% | -33.6% | +38.2% | +5.6% |
| YTD | -18.4% | -23.8% | +5.4% | -18.6% |
| All | -16.2% | -31.4% | +15.2% | -15.7% |
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 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