-25.5%
IT vs DKS
-39.2%
+13.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.8% | +5.1% |
| 7D | -3.7% | -3.0% | -0.7% | -3.4% |
| 30D | +0.1% | -33.4% | +33.4% | +2.5% |
| 3M | +20.7% | -39.4% | +60.1% | +23.6% |
| 6M | +12.0% | -30.1% | +42.1% | +13.5% |
| YTD | -28.8% | -31.0% | +2.1% | -27.9% |
| 1Y | -25.5% | -40.2% | +14.6% | -25.1% |
| All | -25.5% | -39.2% | +13.7% | -25.1% |
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