+43.2%
DKS vs STLA
-74.3%
+117.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.6% |
| 7D | +9.4% | -4.9% | +14.3% | +11.0% |
| 30D | +9.8% | -4.9% | +14.7% | +11.0% |
| 3M | -29.3% | -23.7% | -5.6% | -24.0% |
| 6M | -32.6% | -45.0% | +12.4% | -20.5% |
| YTD | -22.6% | -60.9% | +38.3% | +0.3% |
| 1Y | -29.8% | -58.9% | +29.1% | -10.9% |
| 3Y | +43.2% | -74.4% | +117.6% | +79.0% |
| All | +43.2% | -74.3% | +117.5% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling