+47.6%
ON vs DKS
-29.5%
+77.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.6% | -3.4% |
| 7D | -5.8% | +8.4% | -14.2% | -7.5% |
| 30D | -17.1% | +7.7% | -24.8% | -18.6% |
| 3M | -11.8% | -25.8% | +13.9% | -5.8% |
| 6M | -30.2% | -31.0% | +0.8% | -23.9% |
| YTD | +31.6% | -23.8% | +55.4% | +31.0% |
| 1Y | +47.6% | -29.8% | +77.4% | +52.4% |
| All | +47.6% | -29.5% | +77.0% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling