+48.6%
JBL vs DKS
-39.2%
+87.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.9% |
| 7D | +2.4% | -3.0% | +5.4% | +2.7% |
| 30D | -13.1% | -33.4% | +20.3% | -8.5% |
| 3M | -15.6% | -39.4% | +23.8% | -9.5% |
| 6M | +24.6% | -30.1% | +54.7% | +27.4% |
| YTD | +39.6% | -31.0% | +70.6% | +43.0% |
| 1Y | +48.6% | -40.2% | +88.8% | +57.0% |
| All | +48.6% | -39.2% | +87.8% | +57.0% |
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