+15.5%
DKS vs DVA
+46.8%
-31.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.0% | -1.3% | -1.6% | -2.7% |
| 30D | -33.4% | 0.0% | -33.4% | -33.4% |
| 3M | -39.4% | -10.9% | -28.4% | -38.4% |
| 6M | -30.1% | +17.3% | -47.4% | -32.9% |
| YTD | -31.0% | +59.8% | -90.8% | -38.0% |
| 1Y | -40.2% | +36.3% | -76.4% | -44.5% |
| 3Y | +30.9% | +88.6% | -57.7% | +13.7% |
| All | +15.5% | +46.8% | -31.3% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling