+198.3%
DKS vs ARMK
+134.7%
+63.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | -37.7% | +2.4% | -40.1% | -38.6% |
| 3M | -38.9% | +6.1% | -45.0% | -40.8% |
| 6M | -31.1% | +41.8% | -72.9% | -42.1% |
| YTD | -31.8% | +55.5% | -87.4% | -45.3% |
| 1Y | -38.0% | +49.6% | -87.6% | -49.4% |
| 3Y | +28.6% | +122.8% | -94.2% | -14.1% |
| 5Y | +12.5% | +151.0% | -138.5% | -30.1% |
| 10Y | +198.3% | +138.0% | +60.4% | +66.6% |
| All | +198.3% | +134.7% | +63.6% | +66.6% |
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