-61.3%
JD vs DKS
+9.4%
-70.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -16.0% | -36.6% | +20.6% | -9.1% |
| 3M | -3.2% | -37.6% | +34.4% | +4.9% |
| 6M | +6.1% | -32.1% | +38.1% | +12.0% |
| YTD | -0.1% | -32.3% | +32.2% | +5.4% |
| 1Y | -12.7% | -39.5% | +26.8% | -5.8% |
| 3Y | -6.3% | +27.7% | -34.0% | -18.8% |
| 5Y | -61.3% | +15.0% | -76.4% | -68.9% |
| All | -61.3% | +9.4% | -70.8% | -68.9% |
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