+27.7%
DKS vs REPL
-24.7%
+52.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.9% |
| 7D | -0.4% | -5.7% | +5.3% | -0.4% |
| 30D | -36.6% | +22.5% | -59.1% | -36.7% |
| 3M | -37.6% | +64.7% | -102.3% | -38.1% |
| 6M | -32.1% | +83.0% | -115.1% | -33.5% |
| YTD | -32.3% | +52.0% | -84.3% | -33.6% |
| 1Y | -39.5% | +144.5% | -184.0% | -41.7% |
| 3Y | +27.7% | -25.1% | +52.7% | +26.6% |
| All | +27.7% | -24.7% | +52.3% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling