-99.9%
DFNS vs DKS
+15.5%
-115.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.6% |
| 7D | +4.6% | -2.9% | +7.5% | +4.6% |
| 30D | -73.9% | -37.7% | -36.2% | -73.9% |
| 3M | -71.7% | -38.9% | -32.8% | -71.8% |
| 6M | -94.6% | -31.1% | -63.5% | -94.6% |
| YTD | -98.1% | -31.8% | -66.3% | -98.1% |
| 1Y | -98.3% | -38.0% | -60.3% | -98.3% |
| 3Y | -99.9% | +28.6% | -128.5% | -99.9% |
| 5Y | -99.9% | +12.5% | -112.4% | -99.9% |
| All | -99.9% | +15.5% | -115.4% | -99.9% |
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