+87.0%
PR vs DKS
-29.5%
+116.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +7.7% | -14.3% | -5.8% |
| 7D | -12.1% | +8.4% | -20.5% | -11.4% |
| 30D | +0.9% | +7.7% | -6.8% | +1.7% |
| 3M | +10.1% | -25.8% | +35.9% | +8.6% |
| 6M | +1.1% | -31.0% | +32.1% | -0.6% |
| YTD | +63.7% | -23.8% | +87.5% | +60.1% |
| 1Y | +87.0% | -29.8% | +116.8% | +85.2% |
| All | +87.0% | -29.5% | +116.5% | +85.2% |
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