+16.1%
STM vs DKS
+40.7%
-24.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +1.3% |
| 7D | +16.3% | +3.3% | +13.0% | +15.1% |
| 30D | -6.3% | +5.9% | -12.2% | -8.5% |
| 3M | -14.1% | -27.4% | +13.3% | -6.5% |
| 6M | -19.6% | -32.6% | +13.0% | -10.5% |
| YTD | +80.1% | -24.8% | +105.0% | +90.7% |
| 1Y | +95.4% | -32.8% | +128.2% | +116.5% |
| All | +16.1% | +40.7% | -24.7% | -4.7% |
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