+123.8%
STX vs DKS
-29.5%
+153.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.7% | -15.8% | -7.2% |
| 7D | -20.2% | +8.4% | -28.6% | -19.3% |
| 30D | -37.2% | +7.7% | -44.9% | -36.5% |
| 3M | -34.1% | -25.8% | -8.3% | -34.4% |
| 6M | -24.5% | -31.0% | +6.6% | -25.7% |
| YTD | +102.9% | -23.8% | +126.7% | +92.5% |
| 1Y | +123.8% | -29.8% | +153.6% | +113.3% |
| All | +123.8% | -29.5% | +153.3% | +113.3% |
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