+196.8%
DKS vs RUN
+42.2%
+154.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -3.0% | -3.7% | +0.8% | -2.5% |
| 30D | -33.4% | -13.0% | -20.4% | -32.2% |
| 3M | -39.4% | -31.8% | -7.6% | -36.4% |
| 6M | -30.1% | -32.2% | +2.1% | -27.2% |
| YTD | -31.0% | -53.5% | +22.5% | -25.3% |
| 1Y | -40.2% | -46.5% | +6.4% | -37.4% |
| 3Y | +30.9% | -37.6% | +68.6% | +11.7% |
| 5Y | +14.0% | -80.9% | +94.9% | +9.3% |
| All | +196.8% | +42.2% | +154.6% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling