-35.9%
DKS vs DRI
+6.9%
-42.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +3.0% | +0.6% | +2.4% | +2.7% |
| 30D | -30.5% | +3.8% | -34.4% | -31.2% |
| 3M | -35.7% | +13.0% | -48.7% | -38.7% |
| 6M | -29.7% | +8.3% | -38.0% | -32.0% |
| YTD | -28.9% | +20.6% | -49.5% | -34.2% |
| 1Y | -35.9% | +6.5% | -42.3% | -41.6% |
| All | -35.9% | +6.9% | -42.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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