+60.7%
ROKU vs DKS
-38.6%
+99.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.4% |
| 7D | -0.4% | -2.0% | +1.6% | -0.3% |
| 30D | +2.1% | -32.7% | +34.8% | +5.1% |
| 3M | +29.5% | -38.8% | +68.3% | +34.8% |
| 6M | +53.8% | -29.4% | +83.2% | +55.4% |
| YTD | +42.8% | -30.3% | +73.1% | +43.9% |
| 1Y | +60.7% | -39.6% | +100.3% | +68.2% |
| All | +60.7% | -38.6% | +99.3% | +68.2% |
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 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