-53.6%
IT vs DKS
+44.7%
-98.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | +1.1% | +6.3% | -5.2% | +0.1% |
| 30D | -1.8% | +9.3% | -11.2% | -3.0% |
| 3M | +4.8% | -25.3% | +30.1% | +8.0% |
| 6M | +33.0% | -29.2% | +62.2% | +37.5% |
| YTD | -23.8% | -22.7% | -1.1% | -22.6% |
| 1Y | -16.5% | -30.1% | +13.6% | -13.9% |
| 3Y | -53.6% | +45.6% | -99.3% | -55.8% |
| All | -53.6% | +44.7% | -98.3% | -55.8% |
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 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