+5,845.5%
DKS vs ARWR
+4,327.7%
+1,517.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +3.0% | +1.7% | +1.3% | +3.0% |
| 30D | -30.5% | -0.7% | -29.9% | -30.5% |
| 3M | -35.7% | +14.9% | -50.6% | -36.1% |
| 6M | -29.7% | +32.6% | -62.3% | -30.5% |
| YTD | -28.9% | +30.0% | -58.9% | -29.6% |
| 1Y | -35.9% | +208.4% | -244.2% | -38.4% |
| 3Y | +28.2% | +208.8% | -180.6% | +21.6% |
| 5Y | +11.8% | +27.8% | -16.0% | +7.9% |
| 10Y | +211.6% | +1,107.6% | -895.9% | +181.1% |
| All | +5,845.5% | +4,327.7% | +1,517.9% | +4,741.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling