-71.0%
SMR vs DKS
-40.0%
-30.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +4.7% | -4.7% | +9.5% | +5.4% |
| 30D | +3.2% | -35.1% | +38.3% | +15.5% |
| 3M | +9.9% | -37.7% | +47.6% | +23.9% |
| 6M | -15.1% | -30.7% | +15.6% | -11.8% |
| YTD | -27.9% | -31.9% | +4.0% | -24.5% |
| All | -71.0% | -40.0% | -30.9% | -68.6% |
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