+6,351.8%
DKS vs DRI
+1,892.6%
+4,459.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.3% | -0.7% | +2.0% | +1.7% |
| 30D | +8.9% | +14.7% | -5.8% | +2.0% |
| 3M | -26.4% | +5.4% | -31.8% | -28.1% |
| 6M | -31.1% | +18.8% | -49.9% | -36.5% |
| YTD | -22.8% | +28.4% | -51.2% | -31.9% |
| 1Y | -29.5% | +37.7% | -67.2% | -40.0% |
| 3Y | +42.8% | +68.0% | -25.2% | +7.9% |
| 5Y | +29.2% | +78.8% | -49.6% | -5.5% |
| 10Y | +235.0% | +334.2% | -99.2% | +43.6% |
| All | +6,351.8% | +1,892.6% | +4,459.2% | +1,282.3% |
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