-29.8%
DKS vs BEN
+56.2%
-86.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.7% | +3.0% | +6.4% |
| 7D | +8.4% | +6.7% | +1.7% | +6.6% |
| 30D | +7.7% | +3.0% | +4.7% | +6.8% |
| 3M | -25.8% | -4.3% | -21.4% | -25.0% |
| 6M | -31.0% | +16.4% | -47.4% | -35.2% |
| YTD | -23.8% | +46.8% | -70.6% | -37.2% |
| 1Y | -29.8% | +57.3% | -87.2% | -44.6% |
| All | -29.8% | +56.2% | -86.1% | -44.6% |
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