+15.1%
LYFT vs DKS
-29.5%
+44.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.8% |
| 7D | -8.4% | -2.0% | -6.3% | -8.2% |
| 30D | -7.6% | -32.7% | +25.1% | -4.5% |
| 3M | +11.7% | -38.8% | +50.5% | +16.0% |
| 6M | +15.1% | -29.4% | +44.5% | +17.4% |
| All | +15.1% | -29.5% | +44.6% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling