+76.5%
SPY vs DKS
+27.5%
+48.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.4% | -2.9% | +2.5% | +0.1% |
| 30D | -1.4% | -37.7% | +36.3% | +5.4% |
| 3M | +3.7% | -38.9% | +42.6% | +11.0% |
| 6M | +13.0% | -31.1% | +44.1% | +17.7% |
| YTD | +12.4% | -31.8% | +44.2% | +17.1% |
| 1Y | +18.5% | -38.0% | +56.6% | +25.4% |
| All | +76.5% | +27.5% | +48.9% | +57.5% |
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