+606.9%
LULU vs DKS
+592.8%
+14.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +1.5% |
| 7D | -1.6% | -3.0% | +1.3% | -0.4% |
| 30D | -18.1% | -33.4% | +15.3% | -5.0% |
| 3M | -18.8% | -39.4% | +20.6% | -2.0% |
| 6M | -39.2% | -30.1% | -9.1% | -31.6% |
| YTD | -52.4% | -31.0% | -21.4% | -46.3% |
| 1Y | -40.3% | -40.2% | -0.1% | -28.7% |
| 3Y | -75.1% | +30.9% | -106.0% | -80.3% |
| 5Y | -76.7% | +14.0% | -90.8% | -81.7% |
| 10Y | +52.7% | +202.1% | -149.3% | -40.3% |
| All | +606.9% | +592.8% | +14.2% | +18.1% |
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