-15.7%
SHOP vs DKS
+15.5%
-31.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.8% |
| 7D | -10.6% | -2.9% | -7.7% | -9.1% |
| 30D | -18.3% | -37.7% | +19.4% | +0.8% |
| 3M | +14.8% | -38.9% | +53.8% | +42.8% |
| 6M | -5.0% | -31.1% | +26.1% | +8.2% |
| YTD | -21.2% | -31.8% | +10.6% | -10.3% |
| 1Y | -11.6% | -38.0% | +26.4% | +5.3% |
| 3Y | +101.2% | +28.6% | +72.6% | +42.4% |
| 5Y | -15.7% | +12.5% | -28.2% | -46.4% |
| All | -15.7% | +15.5% | -31.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling