+83.9%
ROKU vs DKS
+29.1%
+54.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -0.4% | -3.0% | +2.5% | +0.5% |
| 30D | +2.1% | -33.4% | +35.4% | +15.1% |
| 3M | +29.5% | -39.4% | +68.9% | +51.1% |
| 6M | +53.8% | -30.1% | +83.9% | +66.3% |
| YTD | +42.8% | -31.0% | +73.8% | +54.1% |
| 1Y | +60.7% | -40.2% | +100.9% | +84.3% |
| 3Y | +83.9% | +30.9% | +52.9% | +13.0% |
| All | +83.9% | +29.1% | +54.8% | +13.0% |
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