+8.5%
IR vs DKS
+28.7%
-20.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.2% | -0.2% |
| 7D | +0.6% | -0.4% | +1.1% | +0.7% |
| 30D | -13.6% | -36.6% | +23.0% | -2.9% |
| 3M | +3.7% | -37.6% | +41.3% | +17.0% |
| 6M | -13.1% | -32.1% | +19.0% | -4.8% |
| YTD | -5.1% | -32.3% | +27.2% | +4.0% |
| 1Y | -6.5% | -39.5% | +33.0% | +5.5% |
| 3Y | +8.5% | +27.7% | -19.2% | -1.6% |
| All | +8.5% | +28.7% | -20.2% | -1.6% |
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 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