+25.4%
DKS vs IRM
+187.5%
-162.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | +6.3% | +6.8% | -0.5% | +3.7% |
| 30D | +9.3% | +2.6% | +6.7% | +7.9% |
| 3M | -25.3% | -9.5% | -15.8% | -22.8% |
| 6M | -29.2% | -8.5% | -20.7% | -27.4% |
| YTD | -22.7% | +40.3% | -63.0% | -33.8% |
| 1Y | -30.1% | +28.7% | -58.8% | -38.0% |
| 3Y | +45.6% | +111.8% | -66.2% | -0.5% |
| All | +25.4% | +187.5% | -162.1% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling