-85.6%
SMR vs DKS
-29.5%
-56.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -5.0% |
| 7D | -9.5% | +8.4% | -18.0% | -10.1% |
| 30D | -33.2% | +7.7% | -40.9% | -33.7% |
| 3M | -45.9% | -25.8% | -20.2% | -42.3% |
| 6M | -57.9% | -31.0% | -26.9% | -54.1% |
| YTD | -63.8% | -23.8% | -40.0% | -63.6% |
| 1Y | -85.6% | -29.8% | -55.8% | -85.4% |
| All | -85.6% | -29.5% | -56.1% | -85.4% |
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 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