+12.5%
DKS vs DRI
+68.4%
-55.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.7% |
| 7D | -2.9% | -4.8% | +1.9% | -0.1% |
| 30D | -37.7% | -3.9% | -33.8% | -36.0% |
| 3M | -38.9% | +5.1% | -44.0% | -40.4% |
| 6M | -31.1% | +5.5% | -36.6% | -33.2% |
| YTD | -31.8% | +16.5% | -48.3% | -37.7% |
| 1Y | -38.0% | +2.0% | -40.0% | -39.2% |
| 3Y | +28.6% | +54.5% | -25.9% | -4.6% |
| 5Y | +12.5% | +66.6% | -54.1% | -26.6% |
| All | +12.5% | +68.4% | -55.9% | -26.6% |
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 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