-28.0%
ORCL vs DKS
-32.3%
+4.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +5.3% | +3.0% | +2.3% | +4.9% |
| 30D | +10.0% | -30.5% | +40.5% | +14.1% |
| 3M | -32.6% | -35.7% | +3.1% | -29.5% |
| 6M | +4.9% | -29.7% | +34.6% | +5.4% |
| YTD | -17.8% | -28.9% | +11.1% | -18.8% |
| 1Y | -28.0% | -35.9% | +7.9% | -24.7% |
| All | -28.0% | -32.3% | +4.3% | -24.7% |
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