+235.0%
DKS vs CAPR
-59.1%
+294.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.5% | -26.8% | -1.1% |
| 7D | +1.3% | +25.8% | -24.5% | +0.5% |
| 30D | +8.9% | +50.2% | -41.3% | +7.2% |
| 3M | -26.4% | +185.5% | -211.8% | -29.7% |
| 6M | -31.1% | -64.8% | +33.8% | -30.7% |
| YTD | -22.8% | -61.1% | +38.3% | -22.9% |
| 1Y | -29.5% | +81.0% | -110.5% | -37.9% |
| 3Y | +42.8% | +300.7% | -257.9% | +15.9% |
| 5Y | +29.2% | +223.3% | -194.2% | +3.6% |
| 10Y | +235.0% | -58.8% | +293.7% | +150.7% |
| All | +235.0% | -59.1% | +294.0% | +150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling