+3,786.6%
STRL vs DKS
+217.6%
+3,569.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +23.4% | +3.3% | +20.2% | +22.5% |
| 30D | -39.5% | +5.9% | -45.4% | -41.0% |
| 3M | -45.1% | -27.4% | -17.6% | -41.4% |
| 6M | -64.6% | -32.6% | -32.0% | -61.6% |
| YTD | -1.5% | -24.8% | +23.3% | +2.9% |
| 1Y | -20.8% | -32.8% | +12.1% | -14.5% |
| 3Y | +353.1% | +39.1% | +314.1% | +287.4% |
| 5Y | +942.9% | +25.0% | +917.9% | +772.6% |
| All | +3,786.6% | +217.6% | +3,569.0% | +2,011.4% |
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