+23.0%
DKS vs REPL
-33.0%
+56.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +4.8% |
| 7D | +3.8% | +14.2% | -10.4% | +3.5% |
| 30D | +8.1% | +65.9% | -57.8% | +6.8% |
| 3M | -28.6% | +84.6% | -113.2% | -29.7% |
| 6M | -33.6% | +446.9% | -480.5% | -38.1% |
| YTD | -23.8% | +129.0% | -152.8% | -28.3% |
| 1Y | -30.7% | +167.9% | -198.6% | -35.3% |
| 3Y | +41.5% | +93.9% | -52.4% | +15.6% |
| 5Y | +23.0% | -33.0% | +56.0% | +9.2% |
| All | +23.0% | -33.0% | +56.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling