+15.0%
DKS vs CAPR
+87.6%
-72.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.8% |
| 7D | -0.4% | -9.5% | +9.1% | -0.2% |
| 30D | -36.6% | +121.5% | -158.1% | -38.5% |
| 3M | -37.6% | -65.4% | +27.8% | -37.0% |
| 6M | -32.1% | -67.5% | +35.5% | -31.4% |
| YTD | -32.3% | -68.6% | +36.3% | -31.7% |
| 1Y | -39.5% | +42.7% | -82.2% | -45.5% |
| 3Y | +27.7% | +43.4% | -15.7% | +4.7% |
| 5Y | +15.0% | +86.0% | -71.0% | -15.7% |
| All | +15.0% | +87.6% | -72.6% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling