-8.4%
T vs DKS
-38.2%
+29.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.4% | -4.7% | +2.3% | -2.4% |
| 30D | +4.3% | -35.1% | +39.3% | +4.8% |
| 3M | +11.6% | -37.7% | +49.3% | +12.3% |
| 6M | -5.6% | -30.7% | +25.2% | -5.0% |
| YTD | +6.6% | -31.9% | +38.5% | +7.1% |
| 1Y | -8.4% | -40.0% | +31.6% | -7.8% |
| All | -8.4% | -38.2% | +29.8% | -7.8% |
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