-40.2%
DKS vs HRB
-6.2%
-34.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -3.0% | -8.0% | +5.1% | -2.9% |
| 30D | -33.4% | -16.0% | -17.4% | -33.3% |
| 3M | -39.4% | +26.9% | -66.2% | -38.5% |
| 6M | -30.1% | +51.1% | -81.2% | -28.5% |
| YTD | -31.0% | +7.1% | -38.0% | -26.0% |
| 1Y | -40.2% | -9.6% | -30.6% | -36.7% |
| All | -40.2% | -6.2% | -34.0% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling