+27.7%
DKS vs STLA
-65.4%
+93.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -3.9% |
| 7D | -0.4% | +0.7% | -1.2% | -0.7% |
| 30D | -36.6% | -2.4% | -34.3% | -36.2% |
| 3M | -37.6% | -23.9% | -13.7% | -32.6% |
| 6M | -32.1% | -24.6% | -7.5% | -26.8% |
| YTD | -32.3% | -50.5% | +18.2% | -17.4% |
| 1Y | -39.5% | -39.8% | +0.4% | -32.2% |
| 3Y | +27.7% | -65.6% | +93.3% | +50.1% |
| All | +27.7% | -65.4% | +93.1% | +50.1% |
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