+83.4%
JNJ vs DKS
+12.8%
+70.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.3% | -4.7% | +0.4% | -4.3% |
| 30D | +3.0% | -35.1% | +38.1% | +3.3% |
| 3M | +12.2% | -37.7% | +50.0% | +12.6% |
| 6M | +10.5% | -30.7% | +41.2% | +10.7% |
| YTD | +30.8% | -31.9% | +62.7% | +31.1% |
| 1Y | +54.9% | -40.0% | +94.9% | +55.4% |
| 3Y | +80.7% | +28.4% | +52.2% | +76.2% |
| 5Y | +83.4% | +12.4% | +71.0% | +77.3% |
| All | +83.4% | +12.8% | +70.6% | +77.3% |
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