+218.4%
DKS vs ARWR
+1,009.4%
-791.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.0% |
| 7D | +3.3% | -17.9% | +21.2% | +5.7% |
| 30D | +5.9% | -18.9% | +24.8% | +8.5% |
| 3M | -27.4% | -46.0% | +18.5% | -21.7% |
| 6M | -32.6% | -40.3% | +7.7% | -28.6% |
| YTD | -24.8% | -29.0% | +4.2% | -22.6% |
| 1Y | -32.8% | +13.8% | -46.7% | -35.7% |
| 3Y | +39.1% | +74.9% | -35.8% | +18.0% |
| 5Y | +25.0% | -36.2% | +61.2% | +16.1% |
| All | +218.4% | +1,009.4% | -791.0% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling