+11.9%
U vs DKS
+27.5%
-15.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +4.4% | -2.9% | +7.3% | +5.4% |
| 30D | -1.3% | -37.7% | +36.4% | +16.1% |
| 3M | +49.6% | -38.9% | +88.5% | +76.4% |
| 6M | +100.2% | -31.1% | +131.3% | +119.5% |
| YTD | -3.7% | -31.8% | +28.1% | +5.3% |
| 1Y | -6.5% | -38.0% | +31.5% | +6.2% |
| All | +11.9% | +27.5% | -15.7% | -31.9% |
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