+25.4%
DKS vs RUN
-85.3%
+110.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.6% |
| 7D | +6.3% | -13.5% | +19.8% | +8.1% |
| 30D | +9.3% | +18.3% | -9.0% | +6.4% |
| 3M | -25.3% | -12.5% | -12.8% | -24.7% |
| 6M | -29.2% | -40.3% | +11.1% | -25.5% |
| YTD | -22.7% | -53.1% | +30.4% | -17.9% |
| 1Y | -30.1% | -54.3% | +24.2% | -25.7% |
| 3Y | +45.6% | -6.5% | +52.1% | +17.4% |
| All | +25.4% | -85.3% | +110.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling