+18.4%
IWM vs DKS
-30.6%
+49.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | +1.4% | +6.3% | -4.9% | +0.7% |
| 30D | +2.3% | +9.3% | -7.0% | +1.2% |
| 3M | -8.3% | -25.3% | +17.0% | -5.1% |
| 6M | -1.3% | -29.2% | +27.9% | +2.6% |
| YTD | +13.5% | -22.7% | +36.2% | +15.0% |
| 1Y | +18.4% | -30.1% | +48.5% | +22.5% |
| All | +18.4% | -30.6% | +49.0% | +22.5% |
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 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