+350.4%
STX vs DKS
-38.2%
+388.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +8.0% | -4.7% | +12.7% | +7.8% |
| 30D | +5.1% | -35.1% | +40.2% | +4.8% |
| 3M | +5.8% | -37.7% | +43.5% | +4.9% |
| 6M | +124.9% | -30.7% | +155.7% | +112.0% |
| YTD | +213.9% | -31.9% | +245.8% | +199.9% |
| 1Y | +350.4% | -40.0% | +390.4% | +344.1% |
| All | +350.4% | -38.2% | +388.6% | +344.1% |
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