+27.4%
EXPE vs DKS
-38.1%
+65.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -11.5% | -2.9% | -8.6% | -11.0% |
| 30D | -13.1% | -37.7% | +24.6% | -5.3% |
| 3M | +18.1% | -38.9% | +57.1% | +29.3% |
| 6M | +13.3% | -31.1% | +44.4% | +18.1% |
| YTD | -3.2% | -31.8% | +28.6% | +0.9% |
| All | +27.4% | -38.1% | +65.5% | +38.3% |
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