+577.3%
IYR vs DKS
+6,292.4%
-5,715.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.2% | +3.0% | -4.3% | -2.1% |
| 30D | -2.9% | -30.5% | +27.7% | +5.1% |
| 3M | +0.8% | -35.7% | +36.5% | +11.3% |
| 6M | +1.9% | -29.7% | +31.5% | +9.0% |
| YTD | +9.6% | -28.9% | +38.5% | +16.6% |
| 1Y | +8.1% | -35.9% | +44.0% | +17.7% |
| 3Y | +29.2% | +28.2% | +1.0% | +8.8% |
| 5Y | +4.3% | +11.8% | -7.5% | -14.6% |
| 10Y | +64.7% | +211.6% | -146.9% | -18.1% |
| All | +577.3% | +6,292.4% | -5,715.2% | +56.2% |
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