+29.1%
DKS vs TRU
-2.2%
+31.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -4.7% | -9.4% | +4.6% | -2.0% |
| 30D | -35.1% | -4.1% | -31.0% | -34.4% |
| 3M | -37.7% | +13.6% | -51.3% | -40.4% |
| 6M | -30.7% | +3.6% | -34.3% | -32.2% |
| YTD | -31.9% | -9.8% | -22.1% | -30.9% |
| 1Y | -40.0% | -13.6% | -26.4% | -38.4% |
| All | +29.1% | -2.2% | +31.4% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling