+15.0%
DKS vs ARMK
+148.1%
-133.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.5% |
| 7D | -0.4% | +1.7% | -2.1% | -1.3% |
| 30D | -36.6% | +3.1% | -39.7% | -37.8% |
| 3M | -37.6% | +9.2% | -46.8% | -40.5% |
| 6M | -32.1% | +43.7% | -75.7% | -44.2% |
| YTD | -32.3% | +57.4% | -89.7% | -47.1% |
| 1Y | -39.5% | +51.9% | -91.3% | -51.9% |
| 3Y | +27.7% | +125.4% | -97.7% | -19.2% |
| 5Y | +15.0% | +149.1% | -134.1% | -33.3% |
| All | +15.0% | +148.1% | -133.1% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling