+27.7%
DKS vs DRI
+56.7%
-29.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -4.0% |
| 7D | -0.4% | -1.2% | +0.8% | +0.2% |
| 30D | -36.6% | -0.4% | -36.2% | -36.2% |
| 3M | -37.6% | +9.5% | -47.1% | -39.7% |
| 6M | -32.1% | +6.5% | -38.5% | -33.8% |
| YTD | -32.3% | +18.4% | -50.7% | -37.0% |
| 1Y | -39.5% | +4.2% | -43.7% | -40.9% |
| 3Y | +27.7% | +57.1% | -29.4% | -0.6% |
| All | +27.7% | +56.7% | -29.0% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling