+12.5%
DKS vs BEN
+40.0%
-27.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.5% |
| 7D | -2.9% | +3.4% | -6.3% | -4.5% |
| 30D | -37.7% | +1.8% | -39.5% | -38.5% |
| 3M | -38.9% | +8.4% | -47.3% | -41.7% |
| 6M | -31.1% | +35.6% | -66.7% | -41.7% |
| YTD | -31.8% | +46.4% | -78.2% | -44.7% |
| 1Y | -38.0% | +46.3% | -84.4% | -49.9% |
| 3Y | +28.6% | +54.6% | -26.0% | -2.5% |
| 5Y | +12.5% | +39.4% | -26.8% | -14.0% |
| All | +12.5% | +40.0% | -27.4% | -14.0% |
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