-31.1%
DKS vs QSR
+8.3%
-39.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.0% |
| 7D | -2.9% | -2.4% | -0.5% | -2.5% |
| 30D | -37.7% | +5.7% | -43.4% | -38.5% |
| 3M | -38.9% | +6.9% | -45.9% | -39.6% |
| 6M | -31.1% | +6.9% | -38.0% | -32.9% |
| All | -31.1% | +8.3% | -39.4% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling