+227.2%
DKS vs BURL
+232.1%
-4.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | +4.5% |
| 7D | +6.3% | -1.6% | +7.9% | +7.1% |
| 30D | +9.3% | -7.7% | +17.1% | +13.7% |
| 3M | -25.3% | -31.7% | +6.4% | -10.0% |
| 6M | -29.2% | -15.2% | -14.0% | -24.0% |
| YTD | -22.7% | -15.9% | -6.8% | -17.2% |
| 1Y | -30.1% | -14.2% | -15.9% | -26.5% |
| 3Y | +45.6% | +93.5% | -47.9% | -0.9% |
| 5Y | +28.5% | -9.9% | +38.4% | +20.2% |
| All | +227.2% | +232.1% | -4.9% | +61.1% |
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