+193.1%
DKS vs DRI
+352.8%
-159.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.6% |
| 7D | -2.9% | -4.8% | +1.9% | -0.3% |
| 30D | -37.7% | -3.9% | -33.8% | -36.1% |
| 3M | -38.9% | +5.1% | -44.0% | -40.3% |
| 6M | -31.1% | +5.5% | -36.6% | -33.1% |
| YTD | -31.8% | +16.5% | -48.3% | -37.3% |
| 1Y | -38.0% | +2.0% | -40.0% | -39.2% |
| 3Y | +28.6% | +54.5% | -25.9% | -0.9% |
| 5Y | +12.5% | +66.6% | -54.1% | -17.6% |
| All | +193.1% | +352.8% | -159.7% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling