+239.1%
DKS vs TRU
+228.6%
+10.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.7% |
| 7D | -0.4% | -7.2% | +6.8% | +2.6% |
| 30D | -36.6% | -2.8% | -33.8% | -36.1% |
| 3M | -37.6% | +13.0% | -50.6% | -41.2% |
| 6M | -32.1% | +0.7% | -32.8% | -33.5% |
| YTD | -32.3% | -9.0% | -23.3% | -31.7% |
| 1Y | -39.5% | -16.3% | -23.2% | -37.1% |
| 3Y | +27.7% | -1.1% | +28.7% | +16.9% |
| 5Y | +15.0% | -36.0% | +51.0% | +27.8% |
| 10Y | +192.6% | +139.9% | +52.7% | +93.8% |
| All | +239.1% | +228.6% | +10.6% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling