+29.3%
DKS vs DD
+42.2%
-12.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +2.1% |
| 7D | -2.9% | -3.8% | +0.9% | -0.9% |
| 30D | -37.7% | -9.2% | -28.5% | -34.4% |
| 3M | -38.9% | -9.0% | -29.9% | -36.0% |
| 6M | -31.1% | -5.0% | -26.1% | -29.9% |
| YTD | -31.8% | +7.4% | -39.2% | -35.6% |
| 1Y | -38.0% | +35.1% | -73.2% | -49.0% |
| All | +29.3% | +42.2% | -12.8% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling