+5,555.9%
DKS vs HRB
+350.0%
+5,205.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -2.6% |
| 7D | -0.4% | -9.1% | +8.6% | +2.9% |
| 30D | -36.6% | +0.3% | -36.9% | -37.1% |
| 3M | -37.6% | +23.4% | -61.0% | -42.7% |
| 6M | -32.1% | +45.1% | -77.2% | -42.3% |
| YTD | -32.3% | +8.9% | -41.2% | -36.8% |
| 1Y | -39.5% | -7.9% | -31.6% | -40.1% |
| 3Y | +27.7% | +27.9% | -0.3% | +8.3% |
| 5Y | +15.0% | +108.3% | -93.3% | -21.3% |
| 10Y | +192.6% | +208.4% | -15.8% | +57.9% |
| All | +5,555.9% | +350.0% | +5,205.8% | +2,193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling