+196.8%
DKS vs HRB
+209.1%
-12.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -3.0% | -8.0% | +5.1% | -0.4% |
| 30D | -33.4% | -16.0% | -17.4% | -29.7% |
| 3M | -39.4% | +26.9% | -66.2% | -44.3% |
| 6M | -30.1% | +51.1% | -81.2% | -40.5% |
| YTD | -31.0% | +7.1% | -38.0% | -34.2% |
| 1Y | -40.2% | -9.6% | -30.6% | -39.6% |
| 3Y | +30.9% | +25.4% | +5.5% | +12.8% |
| 5Y | +14.0% | +114.9% | -100.9% | -22.7% |
| All | +196.8% | +209.1% | -12.4% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling