+1,280.5%
LOW vs DKS
+5,981.0%
-4,700.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.2% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -10.1% | -36.6% | +26.5% | +1.4% |
| 3M | -2.9% | -37.6% | +34.8% | +10.1% |
| 6M | -19.4% | -32.1% | +12.7% | -11.5% |
| YTD | -15.4% | -32.3% | +16.9% | -7.3% |
| 1Y | -24.9% | -39.5% | +14.5% | -15.3% |
| 3Y | -7.8% | +27.7% | -35.5% | -22.1% |
| 5Y | +8.4% | +15.0% | -6.6% | -11.3% |
| 10Y | +226.8% | +192.6% | +34.2% | +68.5% |
| All | +1,280.5% | +5,981.0% | -4,700.4% | +227.5% |
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