+3,680.7%
JPM vs DKS
+6,292.4%
-2,611.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | +3.0% | -2.7% | -0.7% |
| 30D | -0.2% | -30.5% | +30.4% | +9.5% |
| 3M | +15.9% | -35.7% | +51.6% | +30.0% |
| 6M | +20.9% | -29.7% | +50.6% | +30.9% |
| YTD | +12.9% | -28.9% | +41.7% | +21.4% |
| 1Y | +20.3% | -35.9% | +56.2% | +33.0% |
| 3Y | +160.9% | +28.2% | +132.8% | +113.6% |
| 5Y | +154.8% | +11.8% | +143.0% | +101.5% |
| 10Y | +591.1% | +211.6% | +379.5% | +206.8% |
| All | +3,680.7% | +6,292.4% | -2,611.7% | +586.2% |
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