+19.0%
DLR vs DKS
-32.3%
+51.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +1.6% | +3.0% | -1.4% | +1.3% |
| 30D | -3.4% | -30.5% | +27.2% | +0.1% |
| 3M | +0.5% | -35.7% | +36.2% | +5.7% |
| 6M | +4.6% | -29.7% | +34.2% | +7.7% |
| YTD | +23.4% | -28.9% | +52.3% | +26.7% |
| 1Y | +19.0% | -35.9% | +54.9% | +25.0% |
| All | +19.0% | -32.3% | +51.3% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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