+5,845.5%
DKS vs DD
+439.2%
+5,406.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +3.0% | -3.5% | +6.5% | +4.7% |
| 30D | -30.5% | -10.3% | -20.2% | -26.9% |
| 3M | -35.7% | -7.5% | -28.2% | -33.4% |
| 6M | -29.7% | -8.0% | -21.7% | -27.4% |
| YTD | -28.9% | +10.5% | -39.3% | -32.7% |
| 1Y | -35.9% | +38.3% | -74.1% | -45.6% |
| 3Y | +28.2% | +42.5% | -14.3% | +5.7% |
| 5Y | +11.8% | +60.2% | -48.3% | -13.3% |
| 10Y | +211.6% | +68.9% | +142.7% | +118.4% |
| All | +5,845.5% | +439.2% | +5,406.3% | +2,398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling