-3.5%
IR vs DKS
-32.3%
+28.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -2.8% | +3.0% | -5.8% | -3.5% |
| 30D | -15.1% | -30.5% | +15.4% | -7.5% |
| 3M | +6.1% | -35.7% | +41.8% | +18.8% |
| 6M | -16.8% | -29.7% | +12.9% | -10.1% |
| YTD | -3.5% | -28.9% | +25.3% | +4.4% |
| 1Y | -3.5% | -35.9% | +32.4% | +7.0% |
| All | -3.5% | -32.3% | +28.8% | +7.0% |
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