+12.6%
DKS vs IRM
+192.8%
-180.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | -2.9% | +3.0% | -5.9% | -4.0% |
| 30D | -37.7% | -5.2% | -32.5% | -36.5% |
| 3M | -38.9% | -8.0% | -30.9% | -37.2% |
| 6M | -31.1% | +9.2% | -40.3% | -34.1% |
| YTD | -31.8% | +41.0% | -72.8% | -41.5% |
| 1Y | -38.0% | +23.3% | -61.3% | -44.2% |
| 3Y | +28.6% | +102.8% | -74.2% | -10.7% |
| All | +12.6% | +192.8% | -180.2% | -35.5% |
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 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