+515.0%
STRL vs DKS
+33.7%
+481.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +3.4% | +3.0% | +0.4% | +2.4% |
| 30D | -9.2% | -30.5% | +21.3% | +0.1% |
| 3M | -51.0% | -35.7% | -15.4% | -44.8% |
| 6M | +15.8% | -29.7% | +45.5% | +26.2% |
| YTD | +58.9% | -28.9% | +87.7% | +71.6% |
| 1Y | +68.5% | -35.9% | +104.4% | +88.6% |
| All | +515.0% | +33.7% | +481.3% | +423.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling