+25.3%
F vs DKS
-39.1%
+64.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.6% | -3.2% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +1.2% | -36.6% | +37.8% | +11.6% |
| 3M | -5.7% | -37.6% | +32.0% | +4.0% |
| 6M | +17.9% | -32.1% | +50.0% | +26.4% |
| YTD | +10.4% | -32.3% | +42.7% | +18.9% |
| 1Y | +25.3% | -39.5% | +64.8% | +37.8% |
| All | +25.3% | -39.1% | +64.4% | +37.8% |
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