-29.8%
DKS vs TRU
+2.1%
-31.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.6% | +3.2% | +6.8% |
| 7D | +8.4% | +10.5% | -2.1% | +6.5% |
| 30D | +7.7% | +28.7% | -21.0% | +3.3% |
| 3M | -25.8% | +0.7% | -26.4% | -26.4% |
| 6M | -31.0% | +19.3% | -50.3% | -33.0% |
| YTD | -23.8% | -3.7% | -20.0% | -24.4% |
| 1Y | -29.8% | +3.4% | -33.2% | -32.7% |
| All | -29.8% | +2.1% | -31.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling