+47.7%
XYZ vs DKS
+33.7%
+14.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.0% | +3.0% | -4.0% | -1.8% |
| 30D | -1.7% | -30.5% | +28.8% | +8.0% |
| 3M | +16.7% | -35.7% | +52.4% | +31.8% |
| 6M | +26.9% | -29.7% | +56.5% | +37.2% |
| YTD | +27.1% | -28.9% | +56.0% | +36.0% |
| 1Y | +9.3% | -35.9% | +45.1% | +21.0% |
| All | +47.7% | +33.7% | +14.0% | -3.8% |
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