+192.6%
DKS vs DRI
+348.7%
-156.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -4.7% | -4.8% | +0.1% | -2.2% |
| 30D | -35.1% | -5.2% | -29.9% | -33.0% |
| 3M | -37.7% | +2.7% | -40.5% | -38.4% |
| 6M | -30.7% | +3.6% | -34.4% | -32.1% |
| YTD | -31.9% | +15.4% | -47.3% | -37.1% |
| 1Y | -40.0% | +1.3% | -41.3% | -40.8% |
| 3Y | +28.4% | +53.1% | -24.7% | -0.6% |
| 5Y | +12.4% | +64.6% | -52.1% | -17.2% |
| All | +192.6% | +348.7% | -156.1% | +15.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling