+6,356.9%
DKS vs CRL
+768.8%
+5,588.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +9.3% | +11.9% | -2.6% | +3.9% |
| 3M | -25.3% | +20.2% | -45.4% | -30.9% |
| 6M | -29.2% | +107.5% | -136.7% | -46.8% |
| YTD | -22.7% | +69.4% | -92.2% | -38.6% |
| 1Y | -30.1% | +99.7% | -129.8% | -47.8% |
| 3Y | +45.6% | +98.8% | -53.1% | +1.9% |
| 5Y | +28.5% | -12.4% | +40.9% | +18.6% |
| 10Y | +235.2% | +352.9% | -117.6% | +57.5% |
| All | +6,356.9% | +768.8% | +5,588.1% | +1,886.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling