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  • DLR vs DKS✓SelectedUSD · DKSDLR vs DKS performance historyLatest closeAs of+0.32%09/04
Stock and ETF performance explorer

DLR vs DKS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,595.6%
DKS return
+981.9%
Excess return
+2,613.7%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDKSExcessAlpha
1D+0.3%-0.4%+0.8%+0.4%
7D+1.6%+3.0%-1.4%+0.8%
30D-3.4%-30.5%+27.2%+3.5%
3M+0.5%-35.7%+36.2%+9.6%
6M+4.6%-29.7%+34.2%+11.1%
YTD+23.4%-28.9%+52.3%+30.4%
1Y+19.0%-35.9%+54.9%+28.6%
3Y+56.5%+28.2%+28.4%+35.4%
5Y+33.3%+11.8%+21.5%+12.5%
10Y+165.1%+211.6%-46.5%+40.6%
All+3,595.6%+981.9%+2,613.7%+787.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling