+96.9%
PSX vs DKS
-29.5%
+126.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -4.5% |
| 7D | -5.2% | +8.4% | -13.6% | -5.1% |
| 30D | -3.7% | +7.7% | -11.4% | -3.7% |
| 3M | +26.8% | -25.8% | +52.5% | +27.0% |
| 6M | +47.3% | -31.0% | +78.3% | +47.3% |
| YTD | +105.4% | -23.8% | +129.2% | +99.7% |
| 1Y | +96.9% | -29.8% | +126.7% | +93.5% |
| All | +96.9% | -29.5% | +126.4% | +93.5% |
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