+29.1%
DKS vs DVA
+89.4%
-60.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | -4.7% | -0.2% | -4.6% | -4.7% |
| 30D | -35.1% | +1.7% | -36.7% | -35.3% |
| 3M | -37.7% | -8.7% | -29.0% | -37.1% |
| 6M | -30.7% | +19.7% | -50.4% | -33.7% |
| YTD | -31.9% | +59.6% | -91.5% | -38.7% |
| 1Y | -40.0% | +37.1% | -77.1% | -44.2% |
| All | +29.1% | +89.4% | -60.3% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling