+883.8%
DKS vs EFV
+253.2%
+630.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.5% |
| 30D | -37.7% | 0.0% | -37.7% | -37.8% |
| 3M | -38.9% | +8.4% | -47.3% | -43.0% |
| 6M | -31.1% | +12.3% | -43.4% | -37.6% |
| YTD | -31.8% | +17.4% | -49.2% | -40.5% |
| 1Y | -38.0% | +27.1% | -65.2% | -49.3% |
| 3Y | +28.6% | +90.7% | -62.1% | -24.5% |
| 5Y | +12.5% | +95.6% | -83.1% | -35.4% |
| 10Y | +198.3% | +165.3% | +33.0% | +37.0% |
| All | +883.8% | +253.2% | +630.7% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling