+96.5%
STM vs DKS
-29.5%
+126.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.7% | -13.8% | -7.4% |
| 7D | -6.0% | +8.4% | -14.4% | -7.6% |
| 30D | -20.9% | +7.7% | -28.6% | -22.5% |
| 3M | -15.8% | -25.8% | +10.0% | -9.5% |
| 6M | -17.0% | -31.0% | +14.0% | -8.7% |
| YTD | +76.8% | -23.8% | +100.6% | +79.5% |
| 1Y | +96.5% | -29.8% | +126.3% | +107.9% |
| All | +96.5% | -29.5% | +126.0% | +107.9% |
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