+176.6%
P vs DKS
+31.1%
+145.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -23.8% | -2.1% | -21.7% | -23.5% |
| 30D | -36.6% | +7.3% | -44.0% | -37.6% |
| 3M | +10.9% | -28.4% | +39.3% | +16.7% |
| 6M | +30.0% | -36.9% | +66.9% | +40.1% |
| YTD | +44.4% | -27.3% | +71.7% | +48.5% |
| 1Y | +3.9% | -33.2% | +37.2% | +8.5% |
| 3Y | +176.6% | +32.2% | +144.4% | +141.5% |
| All | +176.6% | +31.1% | +145.5% | +141.5% |
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