+143.8%
GOOGL vs DKS
+27.5%
+116.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -1.9% | -2.9% | +1.0% | -1.5% |
| 30D | -7.5% | -37.7% | +30.3% | -1.3% |
| 3M | -9.2% | -38.9% | +29.8% | -3.1% |
| 6M | +8.1% | -31.1% | +39.2% | +12.5% |
| YTD | +5.8% | -31.8% | +37.7% | +10.1% |
| 1Y | +38.3% | -38.0% | +76.4% | +46.0% |
| All | +143.8% | +27.5% | +116.2% | +129.8% |
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 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