-8.8%
IT vs DKS
-29.5%
+20.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.3% | +0.5% |
| 7D | -5.5% | +8.4% | -13.9% | -6.3% |
| 30D | +10.3% | +7.7% | +2.7% | +9.5% |
| 3M | +11.5% | -25.8% | +37.3% | +13.2% |
| 6M | +40.3% | -31.0% | +71.3% | +41.8% |
| YTD | -17.9% | -23.8% | +5.9% | -18.0% |
| 1Y | -8.8% | -29.8% | +21.0% | -7.8% |
| All | -8.8% | -29.5% | +20.7% | -7.8% |
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