+41.5%
DKS vs CAPR
+242.0%
-200.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.6% | +4.7% |
| 7D | +3.8% | +36.0% | -32.2% | +3.1% |
| 30D | +8.1% | +25.8% | -17.7% | +7.5% |
| 3M | -28.6% | +140.8% | -169.4% | -30.6% |
| 6M | -33.6% | -67.6% | +34.0% | -33.0% |
| YTD | -23.8% | -65.9% | +42.1% | -23.4% |
| 1Y | -30.7% | +66.1% | -96.8% | -36.6% |
| 3Y | +41.5% | +256.9% | -215.4% | +22.8% |
| All | +41.5% | +242.0% | -200.5% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling