-39.5%
DKS vs FIVE
+65.4%
-104.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.2% |
| 7D | -0.4% | +3.7% | -4.1% | -1.9% |
| 30D | -36.6% | +4.0% | -40.6% | -37.6% |
| 3M | -37.6% | +36.2% | -73.9% | -45.1% |
| 6M | -32.1% | +18.0% | -50.1% | -37.4% |
| YTD | -32.3% | +34.9% | -67.2% | -41.9% |
| 1Y | -39.5% | +67.9% | -107.4% | -54.9% |
| All | -39.5% | +65.4% | -104.8% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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