+20.3%
JPM vs DKS
-32.3%
+52.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | -0.2% | -30.5% | +30.4% | +3.5% |
| 3M | +15.9% | -35.7% | +51.6% | +21.6% |
| 6M | +20.9% | -29.7% | +50.6% | +24.2% |
| YTD | +12.9% | -28.9% | +41.7% | +16.0% |
| 1Y | +20.3% | -35.9% | +56.2% | +24.9% |
| All | +20.3% | -32.3% | +52.6% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling