+196.8%
DKS vs TRU
+147.2%
+49.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | -3.0% | -2.7% | -0.2% | -1.8% |
| 30D | -33.4% | -2.0% | -31.3% | -33.0% |
| 3M | -39.4% | +18.4% | -57.8% | -44.0% |
| 6M | -30.1% | +8.9% | -39.0% | -33.8% |
| YTD | -31.0% | -8.9% | -22.0% | -30.3% |
| 1Y | -40.2% | -15.9% | -24.3% | -37.8% |
| 3Y | +30.9% | -1.1% | +32.0% | +19.7% |
| 5Y | +14.0% | -35.2% | +49.2% | +27.3% |
| All | +196.8% | +147.2% | +49.6% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling