+91.3%
QQQ vs DKS
+27.3%
+63.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.3% | -4.7% | +3.5% | -0.4% |
| 30D | -1.4% | -35.1% | +33.7% | +5.5% |
| 3M | +2.3% | -37.7% | +40.0% | +10.0% |
| 6M | +16.9% | -30.7% | +47.6% | +22.2% |
| YTD | +15.6% | -31.9% | +47.6% | +21.1% |
| 1Y | +22.6% | -40.0% | +62.6% | +31.7% |
| All | +91.3% | +27.3% | +63.9% | +73.2% |
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