+136.0%
GOOG vs DKS
+13.6%
+122.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | 0.0% | -3.0% | +3.0% | +0.6% |
| 30D | -2.0% | -33.4% | +31.4% | +4.7% |
| 3M | -5.9% | -39.4% | +33.5% | +2.2% |
| 6M | +8.9% | -30.1% | +39.0% | +14.3% |
| YTD | +7.1% | -31.0% | +38.1% | +12.4% |
| 1Y | +39.7% | -40.2% | +79.8% | +50.7% |
| 3Y | +145.8% | +30.9% | +114.9% | +114.0% |
| All | +136.0% | +13.6% | +122.4% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling