+196.8%
DKS vs EFV
+169.9%
+26.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.3% |
| 7D | -3.0% | -0.8% | -2.2% | -2.1% |
| 30D | -33.4% | +0.6% | -34.0% | -33.9% |
| 3M | -39.4% | +7.5% | -46.9% | -43.9% |
| 6M | -30.1% | +13.0% | -43.1% | -38.6% |
| YTD | -31.0% | +18.3% | -49.3% | -42.3% |
| 1Y | -40.2% | +26.7% | -66.9% | -53.4% |
| 3Y | +30.9% | +89.6% | -58.6% | -32.9% |
| 5Y | +14.0% | +98.2% | -84.2% | -44.6% |
| All | +196.8% | +169.9% | +26.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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