+52.1%
JD vs DKS
+378.5%
-326.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +4.2% | +8.9% | -4.7% | +2.6% |
| 3M | -12.8% | -26.4% | +13.6% | -9.6% |
| 6M | -8.8% | -31.1% | +22.3% | -4.9% |
| YTD | +0.5% | -22.8% | +23.3% | +2.5% |
| 1Y | -8.8% | -29.5% | +20.7% | -5.6% |
| 3Y | +18.6% | +42.8% | -24.2% | +6.6% |
| 5Y | -62.2% | +29.2% | -91.4% | -66.6% |
| 10Y | +32.2% | +235.0% | -202.7% | -2.3% |
| All | +52.1% | +378.5% | -326.4% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling