-62.4%
JD vs DKS
+26.5%
-88.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.2% | +1.0% |
| 7D | -4.1% | +6.3% | -10.4% | -5.3% |
| 30D | +4.6% | +9.3% | -4.7% | +2.5% |
| 3M | -4.7% | -25.3% | +20.5% | -0.5% |
| 6M | -17.4% | -29.2% | +11.8% | -13.2% |
| YTD | +0.7% | -22.7% | +23.4% | +3.1% |
| 1Y | -5.9% | -30.1% | +24.2% | -1.4% |
| 3Y | +18.9% | +45.6% | -26.8% | -1.1% |
| All | -62.4% | +26.5% | -88.8% | -68.1% |
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