-0.4%
PL vs DKS
-29.5%
+29.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.7% | -14.1% | -6.2% |
| 7D | -11.7% | +8.4% | -20.2% | -11.6% |
| 30D | -27.1% | +7.7% | -34.8% | -27.1% |
| 3M | -44.6% | -25.8% | -18.8% | -44.2% |
| 6M | -67.2% | -31.0% | -36.2% | -66.9% |
| YTD | -35.9% | -23.8% | -12.1% | -34.3% |
| 1Y | -0.4% | -29.8% | +29.4% | 0.0% |
| All | -0.4% | -29.5% | +29.1% | 0.0% |
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