+83.0%
PL vs DKS
+88.5%
-5.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -9.3% | +3.0% | -12.3% | -10.3% |
| 30D | -18.9% | -30.5% | +11.6% | -9.7% |
| 3M | -58.4% | -35.7% | -22.7% | -52.5% |
| 6M | -30.3% | -29.7% | -0.6% | -24.1% |
| YTD | -8.1% | -28.9% | +20.7% | -1.1% |
| 1Y | +180.5% | -35.9% | +216.4% | +214.3% |
| 3Y | +444.1% | +28.2% | +416.0% | +377.9% |
| 5Y | +83.0% | +11.8% | +71.2% | +45.9% |
| All | +83.0% | +88.5% | -5.5% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling