-40.2%
DKS vs EFV
+27.7%
-67.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | -3.0% | -0.8% | -2.2% | -2.3% |
| 30D | -33.4% | +0.6% | -34.0% | -33.8% |
| 3M | -39.4% | +7.5% | -46.9% | -42.9% |
| 6M | -30.1% | +13.0% | -43.1% | -36.9% |
| YTD | -31.0% | +18.3% | -49.3% | -43.0% |
| 1Y | -40.2% | +26.7% | -66.9% | -56.8% |
| All | -40.2% | +27.7% | -67.8% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling