+75.2%
STRL vs DKS
-40.5%
+115.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.1% | +4.2% |
| 7D | +10.1% | -0.4% | +10.5% | +10.1% |
| 30D | -8.2% | -36.6% | +28.4% | +0.9% |
| 3M | -43.7% | -37.6% | -6.1% | -38.3% |
| 6M | +27.1% | -32.1% | +59.2% | +36.1% |
| YTD | +64.0% | -32.3% | +96.3% | +74.9% |
| All | +75.2% | -40.5% | +115.7% | +93.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling