-95.5%
SNDQ vs DKS
-41.4%
-54.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.1% | +8.0% |
| 7D | -20.4% | -4.7% | -15.6% | -20.3% |
| 30D | -54.5% | -35.1% | -19.4% | -52.0% |
| 3M | -79.1% | -37.7% | -41.3% | -77.1% |
| All | -95.5% | -41.4% | -54.2% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling