+33.6%
TSLA vs DKS
+29.1%
+4.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +3.2% | -3.0% | +6.2% | +4.0% |
| 30D | +11.6% | -33.4% | +45.0% | +23.7% |
| 3M | -8.4% | -39.4% | +30.9% | +4.4% |
| 6M | -10.4% | -30.1% | +19.7% | -3.6% |
| YTD | -18.7% | -31.0% | +12.2% | -12.6% |
| 1Y | -0.9% | -40.2% | +39.3% | +12.1% |
| 3Y | +33.6% | +30.9% | +2.6% | +11.2% |
| All | +33.6% | +29.1% | +4.4% | +11.2% |
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