-35.9%
DKS vs CRL
+78.8%
-114.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.1% |
| 7D | +3.0% | -1.0% | +4.0% | +3.2% |
| 30D | -30.5% | +10.7% | -41.2% | -31.8% |
| 3M | -35.7% | +55.3% | -91.0% | -40.8% |
| 6M | -29.7% | +60.7% | -90.3% | -36.1% |
| YTD | -28.9% | +44.6% | -73.5% | -33.1% |
| 1Y | -35.9% | +77.7% | -113.6% | -45.0% |
| All | -35.9% | +78.8% | -114.7% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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