+196.8%
DKS vs DVA
+187.8%
+9.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.0% | -1.3% | -1.6% | -2.6% |
| 30D | -33.4% | 0.0% | -33.4% | -33.4% |
| 3M | -39.4% | -10.9% | -28.4% | -38.0% |
| 6M | -30.1% | +17.3% | -47.4% | -34.0% |
| YTD | -31.0% | +59.8% | -90.8% | -40.7% |
| 1Y | -40.2% | +36.3% | -76.4% | -46.3% |
| 3Y | +30.9% | +88.6% | -57.7% | +4.4% |
| 5Y | +14.0% | +47.5% | -33.5% | -5.0% |
| All | +196.8% | +187.8% | +9.0% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling