+16.6%
DKS vs RUN
-81.0%
+97.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -2.0% | -3.7% | +1.7% | -1.6% |
| 30D | -32.7% | -13.0% | -19.7% | -31.7% |
| 3M | -38.8% | -31.8% | -7.0% | -36.2% |
| 6M | -29.4% | -32.2% | +2.8% | -26.9% |
| YTD | -30.3% | -53.5% | +23.2% | -25.4% |
| 1Y | -39.6% | -46.5% | +6.9% | -37.2% |
| 3Y | +32.2% | -37.6% | +69.8% | +14.8% |
| All | +16.6% | -81.0% | +97.6% | +8.6% |
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