-0.2%
W vs DKS
-32.6%
+32.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.0% |
| 7D | -1.7% | +3.3% | -4.9% | -2.4% |
| 30D | +3.2% | +5.9% | -2.7% | +2.1% |
| 3M | +8.3% | -27.4% | +35.7% | +15.1% |
| 6M | +84.3% | -32.6% | +116.9% | +99.4% |
| YTD | +11.0% | -24.8% | +35.8% | +19.2% |
| 1Y | -0.2% | -32.8% | +32.6% | +5.9% |
| All | -0.2% | -32.6% | +32.4% | +5.9% |
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 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