+29.2%
DKS vs DRI
+78.6%
-49.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.8% |
| 30D | +8.9% | +14.7% | -5.8% | +0.7% |
| 3M | -26.4% | +5.4% | -31.8% | -28.4% |
| 6M | -31.1% | +18.8% | -49.9% | -37.5% |
| YTD | -22.8% | +28.4% | -51.2% | -33.6% |
| 1Y | -29.5% | +37.7% | -67.2% | -41.9% |
| 3Y | +42.8% | +68.0% | -25.2% | -0.6% |
| 5Y | +29.2% | +78.8% | -49.6% | -23.2% |
| All | +29.2% | +78.6% | -49.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling