+102.5%
PSX vs DKS
-38.2%
+140.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.5% | -4.7% | +6.3% | +1.7% |
| 30D | +15.8% | -35.1% | +50.9% | +16.9% |
| 3M | +43.0% | -37.7% | +80.7% | +44.3% |
| 6M | +61.1% | -30.7% | +91.8% | +58.5% |
| YTD | +104.5% | -31.9% | +136.5% | +101.2% |
| 1Y | +102.5% | -40.0% | +142.5% | +101.9% |
| All | +102.5% | -38.2% | +140.7% | +101.9% |
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