-38.0%
DKS vs CAPR
+35.4%
-73.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.4% | +0.8% |
| 7D | -2.9% | -12.6% | +9.7% | -2.7% |
| 30D | -37.7% | +124.4% | -162.1% | -39.2% |
| 3M | -38.9% | -66.8% | +27.9% | -38.4% |
| 6M | -31.1% | -71.8% | +40.7% | -30.3% |
| YTD | -31.8% | -70.1% | +38.2% | -31.2% |
| 1Y | -38.0% | +33.3% | -71.4% | -42.2% |
| All | -38.0% | +35.4% | -73.5% | -42.2% |
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