+235.0%
DKS vs ARMK
+130.7%
+104.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +1.3% | +2.8% | -1.5% | +0.1% |
| 30D | +8.9% | -1.8% | +10.7% | +9.1% |
| 3M | -26.4% | -10.9% | -15.5% | -22.9% |
| 6M | -31.1% | +21.2% | -52.3% | -38.0% |
| YTD | -22.8% | +47.0% | -69.8% | -36.8% |
| 1Y | -29.5% | +42.9% | -72.4% | -41.5% |
| 3Y | +42.8% | +95.0% | -52.2% | +0.9% |
| 5Y | +29.2% | +106.2% | -77.1% | -12.7% |
| 10Y | +235.0% | +131.6% | +103.3% | +87.0% |
| All | +235.0% | +130.7% | +104.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling