+32.6%
XYZ vs DKS
-31.4%
+64.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.8% |
| 7D | +14.9% | +3.8% | +11.1% | +14.1% |
| 30D | +14.7% | +8.1% | +6.6% | +13.4% |
| 3M | +12.1% | -28.6% | +40.7% | +15.6% |
| 6M | +18.3% | -33.6% | +51.9% | +23.2% |
| YTD | +36.1% | -23.8% | +59.8% | +37.0% |
| All | +32.6% | -31.4% | +64.0% | +34.6% |
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