+196.8%
DKS vs IRM
+440.8%
-244.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.6% |
| 7D | -3.0% | -1.4% | -1.5% | -2.4% |
| 30D | -33.4% | -7.4% | -26.0% | -31.3% |
| 3M | -39.4% | -7.4% | -32.0% | -37.7% |
| 6M | -30.1% | +8.7% | -38.8% | -33.3% |
| YTD | -31.0% | +40.9% | -71.9% | -41.6% |
| 1Y | -40.2% | +20.5% | -60.7% | -46.1% |
| 3Y | +30.9% | +101.7% | -70.8% | -9.9% |
| 5Y | +14.0% | +197.7% | -183.6% | -36.3% |
| All | +196.8% | +440.8% | -244.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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