+38.5%
SLB vs DKS
-30.4%
+68.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.1% |
| 7D | -4.3% | +9.4% | -13.7% | -5.2% |
| 30D | +1.9% | +9.8% | -7.8% | +0.7% |
| 3M | -5.7% | -29.3% | +23.6% | -2.1% |
| 6M | -5.3% | -32.6% | +27.2% | -1.1% |
| YTD | +32.2% | -22.6% | +54.7% | +30.5% |
| 1Y | +38.5% | -29.8% | +68.3% | +40.7% |
| All | +38.5% | -30.4% | +68.9% | +40.7% |
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