+18.8%
JPM vs DKS
-39.2%
+58.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.6% |
| 7D | -0.7% | -3.0% | +2.3% | -0.4% |
| 30D | -2.5% | -33.4% | +30.9% | +1.7% |
| 3M | +14.1% | -39.4% | +53.5% | +20.8% |
| 6M | +25.1% | -30.1% | +55.2% | +28.3% |
| YTD | +12.1% | -31.0% | +43.1% | +15.5% |
| 1Y | +18.8% | -40.2% | +59.0% | +23.4% |
| All | +18.8% | -39.2% | +58.0% | +23.4% |
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