+92.7%
STX vs DKS
-29.9%
+122.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.3% | +10.0% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -26.8% | +8.9% | -35.6% | -26.0% |
| 3M | -32.7% | -26.4% | -6.4% | -33.4% |
| 6M | -33.7% | -31.1% | -2.7% | -34.8% |
| YTD | +101.0% | -22.8% | +123.8% | +90.8% |
| 1Y | +92.7% | -29.5% | +122.2% | +82.3% |
| All | +92.7% | -29.9% | +122.6% | +82.3% |
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