+52.4%
GEV vs DKS
-29.5%
+81.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.7% | -17.0% | -9.6% |
| 7D | -5.1% | +8.4% | -13.6% | -5.6% |
| 30D | -15.8% | +7.7% | -23.5% | -16.4% |
| 3M | -18.2% | -25.8% | +7.6% | -15.5% |
| 6M | -22.4% | -31.0% | +8.6% | -19.1% |
| YTD | +27.7% | -23.8% | +51.5% | +29.0% |
| 1Y | +52.4% | -29.8% | +82.2% | +57.5% |
| All | +52.4% | -29.5% | +81.8% | +57.5% |
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