-43.3%
ORCL vs DKS
-32.6%
-10.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -1.0% |
| 7D | +10.4% | +3.3% | +7.1% | +10.4% |
| 30D | -11.2% | +5.9% | -17.1% | -11.3% |
| 3M | -16.8% | -27.4% | +10.7% | -16.4% |
| 6M | -31.5% | -32.6% | +1.1% | -31.4% |
| YTD | -33.9% | -24.8% | -9.1% | -35.5% |
| 1Y | -43.3% | -32.8% | -10.4% | -42.8% |
| All | -43.3% | -32.6% | -10.7% | -42.8% |
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