+261.2%
DKS vs BURL
+987.9%
-726.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.5% | -3.1% |
| 7D | -0.7% | +3.5% | -4.1% | -2.2% |
| 30D | +4.6% | -9.3% | +13.9% | +9.4% |
| 3M | -28.9% | -32.1% | +3.2% | -15.0% |
| 6M | -33.5% | -19.8% | -13.7% | -27.0% |
| YTD | -27.2% | -13.2% | -14.0% | -23.3% |
| 1Y | -33.8% | -7.8% | -26.0% | -32.8% |
| 3Y | +31.5% | +89.3% | -57.8% | -6.5% |
| 5Y | +22.5% | -15.8% | +38.3% | +18.7% |
| 10Y | +231.0% | +262.2% | -31.1% | +72.2% |
| All | +261.2% | +987.9% | -726.7% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling