+15.0%
DKS vs REPL
-53.9%
+68.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.8% |
| 7D | -0.4% | -5.7% | +5.3% | -0.3% |
| 30D | -36.6% | +22.5% | -59.1% | -37.0% |
| 3M | -37.6% | +64.7% | -102.3% | -39.1% |
| 6M | -32.1% | +83.0% | -115.1% | -35.9% |
| YTD | -32.3% | +52.0% | -84.3% | -35.8% |
| 1Y | -39.5% | +144.5% | -184.0% | -45.1% |
| 3Y | +27.7% | -25.1% | +52.7% | +16.1% |
| 5Y | +15.0% | -52.9% | +67.9% | +2.9% |
| All | +15.0% | -53.9% | +68.9% | +2.9% |
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