-10.0%
LOW vs DKS
+27.3%
-37.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.6% | -4.7% | +2.1% | -1.5% |
| 30D | -11.1% | -35.1% | +23.9% | -2.8% |
| 3M | -8.5% | -37.7% | +29.2% | +1.1% |
| 6M | -20.8% | -30.7% | +9.9% | -15.2% |
| YTD | -17.2% | -31.9% | +14.7% | -11.1% |
| 1Y | -24.7% | -40.0% | +15.3% | -16.9% |
| All | -10.0% | +27.3% | -37.3% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling