+2,133.0%
STRL vs DKS
+9.4%
+2,123.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.1% | +4.7% |
| 7D | +10.1% | -0.4% | +10.5% | +10.1% |
| 30D | -8.2% | -36.6% | +28.4% | +3.2% |
| 3M | -43.7% | -37.6% | -6.1% | -36.8% |
| 6M | +27.1% | -32.1% | +59.2% | +38.9% |
| YTD | +64.0% | -32.3% | +96.3% | +78.8% |
| 1Y | +75.2% | -39.5% | +114.6% | +97.3% |
| 3Y | +539.9% | +27.7% | +512.2% | +471.0% |
| 5Y | +2,133.0% | +15.0% | +2,118.0% | +1,773.7% |
| All | +2,133.0% | +9.4% | +2,123.6% | +1,773.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling