+25.4%
DKS vs BEN
+28.2%
-2.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.3% | +2.5% |
| 7D | +6.3% | +6.8% | -0.5% | +2.9% |
| 30D | +9.3% | +18.0% | -8.7% | +0.5% |
| 3M | -25.3% | +7.5% | -32.7% | -28.4% |
| 6M | -29.2% | +14.7% | -43.9% | -34.8% |
| YTD | -22.7% | +56.1% | -78.8% | -40.3% |
| 1Y | -30.1% | +69.6% | -99.7% | -48.4% |
| 3Y | +45.6% | +87.7% | -42.0% | -3.6% |
| All | +25.4% | +28.2% | -2.9% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling