+236.0%
DKS vs BURL
+261.4%
-25.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +2.8% |
| 7D | +3.8% | +7.7% | -3.9% | +0.2% |
| 30D | +8.1% | -7.1% | +15.2% | +12.1% |
| 3M | -28.6% | -30.3% | +1.7% | -14.7% |
| 6M | -33.6% | -15.5% | -18.1% | -28.5% |
| YTD | -23.8% | -11.0% | -12.8% | -20.5% |
| 1Y | -30.7% | -8.4% | -22.3% | -29.4% |
| 3Y | +41.5% | +96.7% | -55.2% | -4.3% |
| 5Y | +23.0% | -14.1% | +37.1% | +18.0% |
| 10Y | +236.0% | +255.1% | -19.1% | +60.0% |
| All | +236.0% | +261.4% | -25.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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