-11.2%
SHOP vs DKS
-39.2%
+28.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | -11.2% | -3.0% | -8.3% | -10.8% |
| 30D | -14.4% | -33.4% | +19.0% | -9.1% |
| 3M | +16.6% | -39.4% | +56.0% | +26.5% |
| 6M | -0.6% | -30.1% | +29.5% | +3.1% |
| YTD | -20.0% | -31.0% | +11.0% | -16.7% |
| 1Y | -11.2% | -40.2% | +29.0% | -4.8% |
| All | -11.2% | -39.2% | +28.0% | -4.8% |
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