+29.7%
Q vs DKS
-41.5%
+71.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +2.9% |
| 7D | +6.7% | -0.4% | +7.2% | +6.7% |
| 30D | -10.6% | -36.6% | +26.0% | -4.3% |
| 3M | -14.6% | -37.6% | +23.0% | -8.9% |
| 6M | +12.1% | -32.1% | +44.1% | +15.6% |
| YTD | +51.3% | -32.3% | +83.6% | +57.4% |
| All | +29.7% | -41.5% | +71.2% | +37.0% |
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