+101.7%
SMR vs DKS
+44.7%
+57.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -4.5% |
| 7D | -8.3% | +6.3% | -14.6% | -10.5% |
| 30D | -20.1% | +9.3% | -29.4% | -23.2% |
| 3M | -52.7% | -25.3% | -27.4% | -47.9% |
| 6M | -61.0% | -29.2% | -31.8% | -56.7% |
| YTD | -67.1% | -22.7% | -44.4% | -65.3% |
| 1Y | -79.9% | -30.1% | -49.8% | -77.4% |
| 3Y | +101.7% | +45.6% | +56.1% | -30.6% |
| All | +101.7% | +44.7% | +57.1% | -30.6% |
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 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