-36.5%
DKS vs IRE
-97.2%
+60.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +39.6% | -39.8% | +0.1% |
| 7D | -2.1% | -27.2% | +25.1% | -2.2% |
| 30D | +7.3% | -75.1% | +82.5% | +7.1% |
| 3M | -28.4% | -77.9% | +49.4% | -28.7% |
| 6M | -36.9% | -94.6% | +57.7% | -35.9% |
| YTD | -27.3% | -91.5% | +64.2% | -28.5% |
| 1Y | -33.2% | -97.8% | +64.6% | -33.8% |
| All | -36.5% | -97.2% | +60.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling