-29.8%
DKS vs DD
+49.3%
-79.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +8.3% |
| 7D | +8.4% | +8.7% | -0.3% | +4.5% |
| 30D | +7.7% | +15.3% | -7.7% | +1.0% |
| 3M | -25.8% | +5.9% | -31.7% | -27.6% |
| 6M | -31.0% | +11.6% | -42.6% | -34.5% |
| YTD | -23.8% | +26.5% | -50.3% | -36.0% |
| 1Y | -29.8% | +35.4% | -65.2% | -43.5% |
| All | -29.8% | +49.3% | -79.1% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling