+5,598.2%
DKS vs DVA
+2,256.4%
+3,341.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -2.9% | +2.0% | -4.9% | -3.5% |
| 30D | -37.7% | -0.4% | -37.3% | -37.7% |
| 3M | -38.9% | -7.7% | -31.3% | -38.0% |
| 6M | -31.1% | +20.0% | -51.1% | -36.1% |
| YTD | -31.8% | +61.1% | -92.9% | -43.2% |
| 1Y | -38.0% | +33.9% | -71.9% | -45.3% |
| 3Y | +28.6% | +91.5% | -62.9% | -2.4% |
| 5Y | +12.5% | +41.8% | -29.2% | -9.3% |
| 10Y | +198.3% | +187.5% | +10.8% | +73.5% |
| All | +5,598.2% | +2,256.4% | +3,341.8% | +1,582.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling