+15.8%
DKS vs BURL
-11.0%
+26.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.5% |
| 3M | -35.7% | -17.6% | -18.1% | -29.4% |
| 6M | -29.7% | -11.8% | -17.9% | -26.0% |
| YTD | -28.9% | -8.1% | -20.7% | -26.6% |
| 1Y | -35.9% | -12.0% | -23.9% | -33.2% |
| 3Y | +28.2% | +63.3% | -35.1% | -2.2% |
| All | +15.8% | -11.0% | +26.8% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling