+94.9%
PR vs DKS
+44.7%
+50.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.5% | +0.8% |
| 7D | +6.0% | +6.3% | -0.3% | +4.9% |
| 30D | -4.2% | +9.3% | -13.5% | -5.7% |
| 3M | +10.0% | -25.3% | +35.2% | +14.7% |
| 6M | +15.6% | -29.2% | +44.8% | +21.1% |
| YTD | +68.2% | -22.7% | +90.9% | +70.0% |
| 1Y | +79.2% | -30.1% | +109.3% | +86.3% |
| 3Y | +94.9% | +45.6% | +49.3% | +57.7% |
| All | +94.9% | +44.7% | +50.3% | +57.7% |
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