-29.5%
DKS vs CAPR
+90.5%
-120.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.5% | -26.8% | -0.8% |
| 7D | +1.3% | +25.8% | -24.5% | +0.8% |
| 30D | +8.9% | +50.2% | -41.3% | +7.8% |
| 3M | -26.4% | +185.5% | -211.8% | -28.6% |
| 6M | -31.1% | -64.8% | +33.8% | -30.6% |
| YTD | -22.8% | -61.1% | +38.3% | -22.7% |
| 1Y | -29.5% | +81.0% | -110.5% | -35.5% |
| All | -29.5% | +90.5% | -120.0% | -35.5% |
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