+5,845.5%
DKS vs DAR
+6,762.1%
-916.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | +3.0% | +1.4% | +1.7% | +2.6% |
| 30D | -30.5% | +12.8% | -43.3% | -33.0% |
| 3M | -35.7% | +7.4% | -43.1% | -37.4% |
| 6M | -29.7% | +22.3% | -52.0% | -34.3% |
| YTD | -28.9% | +81.1% | -109.9% | -40.4% |
| 1Y | -35.9% | +106.5% | -142.4% | -48.6% |
| 3Y | +28.2% | +5.3% | +22.9% | +19.5% |
| 5Y | +11.8% | -11.5% | +23.4% | +6.5% |
| 10Y | +211.6% | +353.3% | -141.7% | +86.6% |
| All | +5,845.5% | +6,762.1% | -916.6% | +2,801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling