+29.1%
Q vs DKS
-35.0%
+64.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -2.8% |
| 7D | +11.5% | +3.3% | +8.2% | +11.1% |
| 30D | -0.2% | +5.9% | -6.1% | -1.0% |
| 3M | -13.6% | -27.4% | +13.9% | -9.5% |
| 6M | -27.0% | -32.6% | +5.6% | -22.4% |
| YTD | +50.5% | -24.8% | +75.4% | +54.3% |
| 1Y | +33.8% | -32.8% | +66.6% | +38.0% |
| All | +29.1% | -35.0% | +64.1% | +34.3% |
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