-30.1%
DKS vs CAPR
+63.5%
-93.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.9% | +9.7% | +2.9% |
| 7D | +6.3% | +5.9% | +0.4% | +6.1% |
| 30D | +9.3% | +44.6% | -35.3% | +8.3% |
| 3M | -25.3% | +126.4% | -151.7% | -27.2% |
| 6M | -29.2% | -68.6% | +39.4% | -28.6% |
| YTD | -22.7% | -67.0% | +44.2% | -22.4% |
| 1Y | -30.1% | +65.2% | -95.3% | -36.1% |
| All | -30.1% | +63.5% | -93.6% | -36.1% |
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