-29.8%
DKS vs CAPR
+47.4%
-77.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.3% | -0.5% | +7.6% |
| 7D | +8.4% | +43.2% | -34.7% | +7.6% |
| 30D | +7.7% | +14.7% | -7.0% | +7.3% |
| 3M | -25.8% | +113.9% | -139.7% | -27.5% |
| 6M | -31.0% | -73.4% | +42.4% | -30.1% |
| YTD | -23.8% | -69.1% | +45.3% | -23.3% |
| 1Y | -29.8% | +47.2% | -77.0% | -35.3% |
| All | -29.8% | +47.4% | -77.3% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling