+46.0%
F vs DKS
+44.7%
+1.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.6% |
| 7D | -3.1% | +6.3% | -9.4% | -4.5% |
| 30D | 0.0% | +9.3% | -9.3% | -2.2% |
| 3M | -13.2% | -25.3% | +12.1% | -8.3% |
| 6M | -10.2% | -29.2% | +19.0% | -4.0% |
| YTD | -4.9% | -22.7% | +17.8% | -1.0% |
| 1Y | -6.1% | -30.1% | +24.0% | +0.2% |
| 3Y | +46.0% | +45.6% | +0.3% | +9.6% |
| All | +46.0% | +44.7% | +1.3% | +9.6% |
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