+6,356.9%
DKS vs DRI
+1,890.9%
+4,466.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | +6.3% | +1.1% | +5.3% | +5.8% |
| 30D | +9.3% | +9.7% | -0.4% | +4.6% |
| 3M | -25.3% | +3.2% | -28.5% | -26.2% |
| 6M | -29.2% | +20.6% | -49.8% | -35.3% |
| YTD | -22.7% | +28.3% | -51.0% | -31.8% |
| 1Y | -30.1% | +34.5% | -64.7% | -39.8% |
| 3Y | +45.6% | +66.5% | -20.9% | +10.6% |
| 5Y | +28.5% | +79.6% | -51.2% | -6.2% |
| 10Y | +235.2% | +333.8% | -98.6% | +43.8% |
| All | +6,356.9% | +1,890.9% | +4,466.1% | +1,284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling