+192.6%
DKS vs CRL
+249.3%
-56.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.5% |
| 7D | -4.7% | -6.9% | +2.2% | -2.3% |
| 30D | -35.1% | -3.2% | -31.9% | -34.4% |
| 3M | -37.7% | +46.5% | -84.3% | -46.0% |
| 6M | -30.7% | +63.1% | -93.9% | -43.1% |
| YTD | -31.9% | +36.9% | -68.8% | -40.7% |
| 1Y | -40.0% | +78.1% | -118.1% | -53.0% |
| 3Y | +28.4% | +36.7% | -8.3% | +4.2% |
| 5Y | +12.4% | -38.1% | +50.5% | +22.8% |
| All | +192.6% | +249.3% | -56.7% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling