+73.2%
PR vs DKS
+31.1%
+42.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -16.4% | -2.1% | -14.3% | -16.2% |
| 30D | -1.9% | +7.3% | -9.2% | -3.2% |
| 3M | +8.0% | -28.4% | +36.4% | +13.2% |
| 6M | +4.1% | -36.9% | +41.0% | +11.7% |
| YTD | +58.7% | -27.3% | +86.0% | +62.0% |
| 1Y | +75.8% | -33.2% | +109.1% | +83.8% |
| 3Y | +73.2% | +32.2% | +41.0% | +39.8% |
| All | +73.2% | +31.1% | +42.1% | +39.8% |
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