+403.5%
DKS vs REPL
-6.0%
+409.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +3.0% | -3.0% | +6.0% | +3.1% |
| 30D | -30.5% | +27.1% | -57.7% | -31.5% |
| 3M | -35.7% | +52.4% | -88.1% | -38.4% |
| 6M | -29.7% | +107.4% | -137.1% | -37.3% |
| YTD | -28.9% | +54.7% | -83.6% | -35.6% |
| 1Y | -35.9% | +158.9% | -194.7% | -46.1% |
| 3Y | +28.2% | -23.7% | +51.9% | +3.0% |
| 5Y | +11.8% | -54.3% | +66.2% | -7.8% |
| All | +403.5% | -6.0% | +409.5% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling