+382.6%
DKS vs REPL
-9.7%
+392.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -2.9% | -9.6% | +6.7% | -2.5% |
| 30D | -37.7% | +5.7% | -43.4% | -38.0% |
| 3M | -38.9% | +56.4% | -95.3% | -41.6% |
| 6M | -31.1% | +67.4% | -98.5% | -37.7% |
| YTD | -31.8% | +48.7% | -80.5% | -38.1% |
| 1Y | -38.0% | +148.3% | -186.3% | -47.8% |
| 3Y | +28.6% | -26.7% | +55.3% | +3.5% |
| 5Y | +12.5% | -54.1% | +66.7% | -7.6% |
| All | +382.6% | -9.7% | +392.3% | +227.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling