+21.2%
RF vs DKS
-33.9%
+55.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | -2.1% | +1.2% | -0.7% |
| 30D | +6.0% | +7.3% | -1.3% | +5.0% |
| 3M | -8.9% | -28.4% | +19.5% | -4.8% |
| 6M | +2.3% | -36.9% | +39.2% | +10.0% |
| YTD | +7.6% | -27.3% | +34.9% | +9.6% |
| 1Y | +21.2% | -33.2% | +54.4% | +26.1% |
| All | +21.2% | -33.9% | +55.0% | +26.1% |
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