-48.8%
SE vs DKS
-29.5%
-19.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.7% | -3.3% | +4.7% |
| 7D | +6.7% | +8.4% | -1.8% | +7.0% |
| 30D | -17.2% | +7.7% | -24.9% | -17.0% |
| 3M | -28.0% | -25.8% | -2.3% | -28.4% |
| 6M | -6.1% | -31.0% | +24.9% | -7.2% |
| YTD | -37.1% | -23.8% | -13.3% | -39.5% |
| 1Y | -48.8% | -29.8% | -18.9% | -50.1% |
| All | -48.8% | -29.5% | -19.3% | -50.1% |
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