-35.9%
DKS vs BEN
+42.6%
-78.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.4% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | -30.5% | -0.5% | -30.0% | -30.5% |
| 3M | -35.7% | +9.7% | -45.4% | -37.8% |
| 6M | -29.7% | +33.9% | -63.6% | -37.2% |
| YTD | -28.9% | +49.0% | -77.8% | -39.7% |
| 1Y | -35.9% | +42.1% | -78.0% | -48.2% |
| All | -35.9% | +42.6% | -78.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling