+635.3%
STX vs DKS
+43.3%
+591.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -17.3% | +9.4% | -26.7% | -18.1% |
| 30D | -35.9% | +9.8% | -45.7% | -36.7% |
| 3M | -37.3% | -29.3% | -8.0% | -34.5% |
| 6M | -35.8% | -32.6% | -3.2% | -32.8% |
| YTD | +82.7% | -22.6% | +105.3% | +83.8% |
| 1Y | +71.6% | -29.8% | +101.5% | +76.5% |
| 3Y | +635.3% | +43.2% | +592.1% | +571.1% |
| All | +635.3% | +43.3% | +591.9% | +571.1% |
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 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