+34.6%
DKS vs CAPR
+56.4%
-21.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +3.0% | -2.0% | +5.0% | +3.0% |
| 30D | -30.5% | +139.2% | -169.7% | -32.4% |
| 3M | -35.7% | -66.4% | +30.7% | -35.1% |
| 6M | -29.7% | -63.1% | +33.4% | -29.3% |
| YTD | -28.9% | -67.4% | +38.6% | -28.3% |
| 1Y | -35.9% | +58.2% | -94.1% | -41.1% |
| All | +34.6% | +56.4% | -21.8% | +15.6% |
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