+32.8%
SNOW vs DKS
+184.9%
-152.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +2.8% | +3.0% | -0.2% | +1.9% |
| 30D | +6.4% | -30.5% | +37.0% | +17.1% |
| 3M | +38.1% | -35.7% | +73.8% | +55.2% |
| 6M | +100.4% | -29.7% | +130.1% | +115.8% |
| YTD | +53.7% | -28.9% | +82.6% | +64.1% |
| 1Y | +52.0% | -35.9% | +87.8% | +67.3% |
| 3Y | +114.7% | +28.2% | +86.5% | +65.8% |
| 5Y | +8.8% | +11.8% | -3.1% | -23.4% |
| All | +32.8% | +184.9% | -152.1% | -20.3% |
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 · 6 months rolling