-42.4%
IT vs DKS
+26.5%
-68.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.1% |
| 7D | +1.1% | +6.3% | -5.2% | -0.2% |
| 30D | -1.8% | +9.3% | -11.2% | -3.5% |
| 3M | +4.8% | -25.3% | +30.1% | +9.6% |
| 6M | +33.0% | -29.2% | +62.2% | +39.9% |
| YTD | -23.8% | -22.7% | -1.1% | -21.8% |
| 1Y | -16.5% | -30.1% | +13.6% | -12.5% |
| 3Y | -53.6% | +45.6% | -99.3% | -61.6% |
| All | -42.4% | +26.5% | -68.9% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling