+181.2%
DLR vs DKS
+226.4%
-45.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.2% |
| 7D | +3.3% | +6.3% | -3.0% | +2.6% |
| 30D | +4.6% | +9.3% | -4.7% | +3.5% |
| 3M | -8.3% | -25.3% | +17.0% | -6.2% |
| 6M | -5.6% | -29.2% | +23.6% | -3.1% |
| YTD | +18.7% | -22.7% | +41.5% | +20.6% |
| 1Y | +17.1% | -30.1% | +47.2% | +20.2% |
| 3Y | +54.4% | +45.6% | +8.7% | +45.0% |
| 5Y | +36.5% | +28.5% | +8.0% | +26.8% |
| All | +181.2% | +226.4% | -45.3% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling