+2,496.4%
IT vs DKS
+6,292.4%
-3,796.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -6.0% | +3.0% | -9.0% | -6.8% |
| 30D | 0.0% | -30.5% | +30.5% | +8.5% |
| 3M | +13.1% | -35.7% | +48.8% | +25.1% |
| 6M | +11.7% | -29.7% | +41.4% | +19.5% |
| YTD | -26.1% | -28.9% | +2.7% | -21.5% |
| 1Y | -21.3% | -35.9% | +14.6% | -14.4% |
| 3Y | -46.7% | +28.2% | -74.9% | -54.8% |
| 5Y | -40.5% | +11.8% | -52.3% | -50.3% |
| 10Y | +103.9% | +211.6% | -107.7% | +9.3% |
| All | +2,496.4% | +6,292.4% | -3,796.1% | +590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling