+33.4%
DKS vs BURL
+63.9%
-30.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -1.7% |
| 7D | +3.0% | -2.8% | +5.8% | +4.2% |
| 30D | -30.5% | -28.2% | -2.4% | -18.4% |
| 3M | -35.7% | -17.6% | -18.1% | -29.3% |
| 6M | -29.7% | -11.8% | -17.9% | -25.8% |
| YTD | -28.9% | -8.1% | -20.7% | -26.5% |
| 1Y | -35.9% | -12.0% | -23.9% | -33.1% |
| All | +33.4% | +63.9% | -30.5% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling