+1,292.8%
STX vs DKS
+35.3%
+1,257.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.4% |
| 7D | +2.4% | +3.0% | -0.7% | +1.9% |
| 30D | +1.4% | -30.5% | +31.9% | +6.0% |
| 3M | -8.2% | -35.7% | +27.5% | -3.2% |
| 6M | +127.0% | -29.7% | +156.7% | +132.2% |
| YTD | +209.1% | -28.9% | +238.0% | +215.4% |
| 1Y | +365.4% | -35.9% | +401.3% | +384.9% |
| All | +1,292.8% | +35.3% | +1,257.6% | +1,132.2% |
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