+31.5%
ORCL vs DKS
+33.7%
-2.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | +3.0% | +2.3% | +4.7% |
| 30D | +10.0% | -30.5% | +40.5% | +17.0% |
| 3M | -32.6% | -35.7% | +3.1% | -27.3% |
| 6M | +4.9% | -29.7% | +34.6% | +9.8% |
| YTD | -17.8% | -28.9% | +11.1% | -14.6% |
| 1Y | -28.0% | -35.9% | +7.9% | -23.1% |
| All | +31.5% | +33.7% | -2.2% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling