+774.1%
JNJ vs DKS
+6,026.4%
-5,252.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -3.0% | -2.9% | -0.1% | -2.7% |
| 30D | +2.5% | -37.7% | +40.2% | +6.0% |
| 3M | +13.2% | -38.9% | +52.2% | +17.2% |
| 6M | +11.3% | -31.1% | +42.4% | +13.8% |
| YTD | +31.1% | -31.8% | +62.9% | +34.1% |
| 1Y | +54.3% | -38.0% | +92.4% | +58.8% |
| 3Y | +81.1% | +28.6% | +52.5% | +70.9% |
| 5Y | +82.7% | +12.5% | +70.2% | +70.6% |
| 10Y | +196.5% | +198.3% | -1.8% | +135.4% |
| All | +774.1% | +6,026.4% | -5,252.3% | +422.2% |
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