+32.2%
DKS vs EFV
+90.2%
-58.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.3% |
| 30D | -32.7% | +0.6% | -33.4% | -33.2% |
| 3M | -38.8% | +7.5% | -46.3% | -42.9% |
| 6M | -29.4% | +13.0% | -42.5% | -37.3% |
| YTD | -30.3% | +18.3% | -48.6% | -41.0% |
| 1Y | -39.6% | +26.7% | -66.3% | -52.3% |
| 3Y | +32.2% | +89.6% | -57.4% | -32.2% |
| All | +32.2% | +90.2% | -58.0% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling