-40.0%
DKS vs IRM
+20.9%
-60.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.4% |
| 7D | -4.7% | -1.8% | -2.9% | -4.3% |
| 30D | -35.1% | -7.8% | -27.3% | -33.7% |
| 3M | -37.7% | -7.9% | -29.9% | -36.5% |
| 6M | -30.7% | +6.3% | -37.1% | -32.5% |
| YTD | -31.9% | +38.2% | -70.1% | -38.2% |
| 1Y | -40.0% | +19.8% | -59.8% | -43.5% |
| All | -40.0% | +20.9% | -60.9% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling