-30.1%
DKS vs REPL
+144.6%
-174.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +6.3% | +1.2% | +5.1% | +6.3% |
| 30D | +9.3% | +92.2% | -82.9% | +10.1% |
| 3M | -25.3% | +44.1% | -69.4% | -24.9% |
| 6M | -29.2% | +313.0% | -342.2% | -28.3% |
| YTD | -22.7% | +125.2% | -147.9% | -22.8% |
| 1Y | -30.1% | +143.8% | -173.9% | -31.5% |
| All | -30.1% | +144.6% | -174.7% | -31.5% |
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