+183.0%
JBL vs DKS
+27.3%
+155.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.0% | -4.7% | +3.7% | +0.1% |
| 30D | -15.1% | -35.1% | +20.0% | -7.0% |
| 3M | -14.0% | -37.7% | +23.7% | -5.4% |
| 6M | +20.6% | -30.7% | +51.4% | +28.2% |
| YTD | +32.9% | -31.9% | +64.8% | +41.5% |
| 1Y | +40.5% | -40.0% | +80.5% | +54.9% |
| All | +183.0% | +27.3% | +155.6% | +162.5% |
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 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