+78.3%
PR vs DKS
-39.1%
+117.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.6% |
| 30D | +17.4% | -36.6% | +54.0% | +16.8% |
| 3M | +21.8% | -37.6% | +59.4% | +21.2% |
| 6M | +27.6% | -32.1% | +59.7% | +24.6% |
| YTD | +71.4% | -32.3% | +103.8% | +66.5% |
| 1Y | +78.3% | -39.5% | +117.8% | +77.9% |
| All | +78.3% | -39.1% | +117.4% | +77.9% |
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 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