+2.7%
SRE vs DKS
-39.2%
+41.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -0.8% | -3.0% | +2.1% | -0.7% |
| 30D | -3.0% | -33.4% | +30.4% | -1.4% |
| 3M | -8.3% | -39.4% | +31.1% | -6.1% |
| 6M | -8.9% | -30.1% | +21.2% | -8.0% |
| YTD | -4.3% | -31.0% | +26.7% | -3.2% |
| 1Y | +2.7% | -40.2% | +42.9% | +6.4% |
| All | +2.7% | -39.2% | +41.9% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling