-35.9%
DKS vs REPL
+161.1%
-197.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.5% |
| 7D | +3.0% | -3.0% | +6.0% | +3.0% |
| 30D | -30.5% | +27.1% | -57.7% | -30.4% |
| 3M | -35.7% | +52.4% | -88.1% | -35.3% |
| 6M | -29.7% | +107.4% | -137.1% | -29.5% |
| YTD | -28.9% | +54.7% | -83.6% | -28.7% |
| 1Y | -35.9% | +158.9% | -194.7% | -35.4% |
| All | -35.9% | +161.1% | -197.0% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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