+196.8%
DKS vs DD
+66.6%
+130.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -3.0% | -3.5% | +0.5% | -1.2% |
| 30D | -33.4% | -11.7% | -21.7% | -28.8% |
| 3M | -39.4% | -9.2% | -30.1% | -36.3% |
| 6M | -30.1% | -7.2% | -22.9% | -28.0% |
| YTD | -31.0% | +6.6% | -37.6% | -34.1% |
| 1Y | -40.2% | +32.0% | -72.2% | -49.4% |
| 3Y | +30.9% | +42.1% | -11.2% | +4.5% |
| 5Y | +14.0% | +58.1% | -44.0% | -15.0% |
| All | +196.8% | +66.6% | +130.2% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling