+58.3%
DLR vs DKS
+27.5%
+30.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | +2.9% | -2.9% | +5.8% | +3.3% |
| 30D | -1.2% | -37.7% | +36.6% | +4.9% |
| 3M | +2.9% | -38.9% | +41.9% | +9.5% |
| 6M | +6.7% | -31.1% | +37.8% | +10.9% |
| YTD | +23.9% | -31.8% | +55.7% | +28.8% |
| 1Y | +18.6% | -38.0% | +56.7% | +25.1% |
| All | +58.3% | +27.5% | +30.8% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling