+57.3%
DRAM vs DKS
-21.3%
+78.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -2.8% |
| 7D | +18.0% | +3.3% | +14.7% | +18.2% |
| 30D | -17.4% | +5.9% | -23.3% | -16.8% |
| 3M | -20.3% | -27.4% | +7.1% | -20.6% |
| 6M | -14.9% | -32.6% | +17.7% | -14.8% |
| All | +57.3% | -21.3% | +78.6% | +46.9% |
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