+47.6%
F vs DKS
+33.7%
+13.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.3% | +3.0% | +2.3% | +4.6% |
| 30D | +4.6% | -30.5% | +35.1% | +13.0% |
| 3M | -3.7% | -35.7% | +32.0% | +6.1% |
| 6M | +16.8% | -29.7% | +46.5% | +25.2% |
| YTD | +15.3% | -28.9% | +44.1% | +23.2% |
| 1Y | +31.0% | -35.9% | +66.9% | +43.2% |
| All | +47.6% | +33.7% | +13.9% | +4.1% |
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