+198.3%
DKS vs DAR
+364.6%
-166.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -37.7% | +7.4% | -45.2% | -39.5% |
| 3M | -38.9% | +15.7% | -54.6% | -42.7% |
| 6M | -31.1% | +30.0% | -61.1% | -38.5% |
| YTD | -31.8% | +87.5% | -119.3% | -47.1% |
| 1Y | -38.0% | +113.4% | -151.4% | -54.7% |
| 3Y | +28.6% | +15.3% | +13.3% | +13.6% |
| 5Y | +12.5% | -4.3% | +16.9% | +2.0% |
| 10Y | +198.3% | +380.2% | -181.8% | +16.2% |
| All | +198.3% | +364.6% | -166.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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