-100.0%
DFNS vs DKS
+29.6%
-129.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.3% | +13.0% | +12.7% |
| 7D | -13.0% | +1.3% | -14.3% | -13.0% |
| 30D | -56.9% | +8.9% | -65.8% | -56.7% |
| 3M | -93.2% | -26.4% | -66.9% | -93.2% |
| 6M | -95.4% | -31.1% | -64.4% | -95.4% |
| YTD | -99.5% | -22.8% | -76.7% | -99.5% |
| 1Y | -99.6% | -29.5% | -70.1% | -99.6% |
| 3Y | -100.0% | +42.8% | -142.8% | -100.0% |
| 5Y | -100.0% | +29.2% | -129.1% | -100.0% |
| All | -100.0% | +29.6% | -129.5% | -100.0% |
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