+72.6%
XYZ vs DKS
+31.1%
+41.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +12.1% | -2.1% | +14.2% | +13.1% |
| 30D | +12.4% | +7.3% | +5.0% | +10.1% |
| 3M | +8.2% | -28.4% | +36.6% | +17.3% |
| 6M | +20.7% | -36.9% | +57.6% | +36.1% |
| YTD | +31.3% | -27.3% | +58.6% | +39.1% |
| 1Y | +20.5% | -33.2% | +53.7% | +31.5% |
| 3Y | +72.6% | +32.2% | +40.5% | +32.3% |
| All | +72.6% | +31.1% | +41.5% | +32.3% |
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