+59.2%
SAP vs DKS
+35.3%
+23.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -2.9% | +3.0% | -5.9% | -3.3% |
| 30D | +9.0% | -30.5% | +39.5% | +13.4% |
| 3M | +14.9% | -35.7% | +50.6% | +20.8% |
| 6M | +11.9% | -29.7% | +41.6% | +15.4% |
| YTD | -9.9% | -28.9% | +18.9% | -7.5% |
| 1Y | -19.5% | -35.9% | +16.3% | -16.1% |
| All | +59.2% | +35.3% | +23.9% | +46.4% |
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