+199.6%
DKS vs QSR
+135.2%
+64.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | -2.0% | -4.0% | +2.0% | +0.1% |
| 30D | -32.7% | +2.8% | -35.5% | -33.9% |
| 3M | -38.8% | +5.1% | -43.9% | -40.7% |
| 6M | -29.4% | +8.8% | -38.2% | -33.3% |
| YTD | -30.3% | +14.8% | -45.1% | -36.3% |
| 1Y | -39.6% | +25.7% | -65.3% | -47.6% |
| 3Y | +32.2% | +27.5% | +4.7% | +10.2% |
| 5Y | +15.1% | +41.3% | -26.1% | -11.3% |
| All | +199.6% | +135.2% | +64.4% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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