-22.7%
U vs DKS
+203.1%
-225.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.5% | +4.0% |
| 7D | +2.6% | +6.3% | -3.7% | -0.4% |
| 30D | +27.6% | +9.3% | +18.3% | +21.1% |
| 3M | +15.3% | -25.3% | +40.6% | +26.4% |
| 6M | +96.4% | -29.2% | +125.6% | +117.6% |
| YTD | +19.6% | -22.7% | +42.3% | +24.6% |
| 1Y | +42.1% | -30.1% | +72.2% | +55.4% |
| 3Y | +87.5% | +45.6% | +41.9% | +27.8% |
| 5Y | -73.1% | +28.5% | -101.6% | -83.3% |
| All | -22.7% | +203.1% | -225.8% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling