+72.5%
SMR vs DKS
+27.3%
+45.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +4.7% | -4.7% | +9.5% | +6.6% |
| 30D | +3.2% | -35.1% | +38.3% | +22.4% |
| 3M | +9.9% | -37.7% | +47.6% | +31.7% |
| 6M | -15.1% | -30.7% | +15.6% | -5.4% |
| YTD | -27.9% | -31.9% | +4.0% | -18.9% |
| 1Y | -70.2% | -40.0% | -30.2% | -63.8% |
| All | +72.5% | +27.3% | +45.1% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling