-2.9%
IBM vs DKS
-39.2%
+36.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +3.9% |
| 7D | +3.6% | -3.0% | +6.5% | +3.7% |
| 30D | +3.1% | -33.4% | +36.5% | +5.7% |
| 3M | -10.8% | -39.4% | +28.5% | -8.1% |
| 6M | -0.8% | -30.1% | +29.3% | +0.8% |
| YTD | -16.2% | -31.0% | +14.8% | -14.7% |
| 1Y | -2.9% | -40.2% | +37.3% | +0.8% |
| All | -2.9% | -39.2% | +36.3% | +0.8% |
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 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