+241.0%
DKS vs RUN
-29.4%
+270.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.7% | -8.6% | -5.4% |
| 7D | -0.4% | +10.2% | -10.6% | -1.8% |
| 30D | -36.6% | -9.6% | -27.0% | -35.9% |
| 3M | -37.6% | -31.5% | -6.1% | -34.8% |
| 6M | -32.1% | -18.7% | -13.4% | -31.3% |
| YTD | -32.3% | -49.9% | +17.6% | -27.9% |
| 1Y | -39.5% | -45.5% | +6.0% | -37.0% |
| 3Y | +27.7% | -34.1% | +61.8% | +10.3% |
| 5Y | +15.0% | -79.4% | +94.5% | +9.6% |
| 10Y | +192.6% | +48.9% | +143.6% | +96.2% |
| All | +241.0% | -29.4% | +270.4% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling