+12.4%
DKS vs EFV
+94.1%
-81.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -4.7% | -2.0% | -2.7% | -3.0% |
| 30D | -35.1% | -0.2% | -34.9% | -35.0% |
| 3M | -37.7% | +9.1% | -46.8% | -42.6% |
| 6M | -30.7% | +11.7% | -42.4% | -37.6% |
| YTD | -31.9% | +17.0% | -49.0% | -41.4% |
| 1Y | -40.0% | +26.7% | -66.7% | -52.0% |
| 3Y | +28.4% | +90.2% | -61.7% | -29.1% |
| 5Y | +12.4% | +96.1% | -83.7% | -41.0% |
| All | +12.4% | +94.1% | -81.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling