+57.3%
DLR vs DKS
+40.7%
+16.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.6% |
| 7D | +5.0% | +3.3% | +1.8% | +4.6% |
| 30D | +3.0% | +5.9% | -2.9% | +2.1% |
| 3M | -6.3% | -27.4% | +21.2% | -3.0% |
| 6M | -4.8% | -32.6% | +27.8% | -0.4% |
| YTD | +21.0% | -24.8% | +45.8% | +24.0% |
| 1Y | +15.1% | -32.8% | +48.0% | +20.1% |
| All | +57.3% | +40.7% | +16.6% | +44.8% |
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