+79.3%
PR vs DKS
+29.1%
+50.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.9% | +3.0% | -0.1% | +2.3% |
| 30D | +18.0% | -30.5% | +48.6% | +24.9% |
| 3M | +16.9% | -35.7% | +52.6% | +25.3% |
| 6M | +28.2% | -29.7% | +57.9% | +32.9% |
| YTD | +69.3% | -28.9% | +98.2% | +74.2% |
| 1Y | +69.5% | -35.9% | +105.4% | +79.1% |
| All | +79.3% | +29.1% | +50.2% | +50.9% |
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 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