+264.0%
SPOT vs DKS
+430.1%
-166.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | -0.9% | +3.0% | -3.9% | -1.5% |
| 30D | +12.5% | -30.5% | +43.0% | +19.1% |
| 3M | +9.9% | -35.7% | +45.6% | +17.9% |
| 6M | +1.6% | -29.7% | +31.3% | +6.6% |
| YTD | -6.6% | -28.9% | +22.3% | -2.6% |
| 1Y | -22.9% | -35.9% | +12.9% | -18.3% |
| 3Y | +244.3% | +28.2% | +216.1% | +197.9% |
| 5Y | +117.8% | +11.8% | +106.0% | +83.8% |
| All | +264.0% | +430.1% | -166.1% | +114.6% |
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 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