+29.3%
DKS vs CRL
+38.7%
-9.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -2.9% | -4.6% | +1.7% | -1.7% |
| 30D | -37.7% | +0.5% | -38.2% | -37.8% |
| 3M | -38.9% | +46.6% | -85.5% | -44.9% |
| 6M | -31.1% | +57.3% | -88.4% | -39.5% |
| YTD | -31.8% | +39.5% | -71.4% | -38.3% |
| 1Y | -38.0% | +76.9% | -114.9% | -48.0% |
| All | +29.3% | +38.7% | -9.3% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling