-81.6%
PYPL vs DKS
+15.5%
-97.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -4.3% | -2.9% | -1.4% | -3.5% |
| 30D | -11.5% | -37.7% | +26.2% | -0.6% |
| 3M | +26.1% | -38.9% | +65.1% | +42.1% |
| 6M | +13.7% | -31.1% | +44.8% | +22.2% |
| YTD | -9.8% | -31.8% | +22.0% | -3.1% |
| 1Y | -22.1% | -38.0% | +16.0% | -14.1% |
| 3Y | -13.5% | +28.6% | -42.1% | -30.3% |
| 5Y | -81.6% | +12.5% | -94.2% | -86.9% |
| All | -81.6% | +15.5% | -97.1% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling