+652.2%
DKS vs CAPR
-99.1%
+751.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.2% |
| 3M | -35.7% | -66.4% | +30.7% | -35.3% |
| 6M | -29.7% | -63.1% | +33.4% | -29.4% |
| YTD | -28.9% | -67.4% | +38.6% | -28.5% |
| 1Y | -35.9% | +58.2% | -94.1% | -40.3% |
| 3Y | +28.2% | +42.2% | -14.1% | +16.8% |
| 5Y | +11.8% | +87.3% | -75.4% | +0.6% |
| 10Y | +211.6% | -75.3% | +286.9% | +169.3% |
| All | +652.2% | -99.1% | +751.3% | +557.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling