+15.8%
DKS vs FIVE
+31.2%
-15.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -2.7% |
| 7D | +3.0% | +4.3% | -1.3% | +1.0% |
| 30D | -30.5% | +12.5% | -43.0% | -34.3% |
| 3M | -35.7% | +31.2% | -66.9% | -43.4% |
| 6M | -29.7% | +14.4% | -44.1% | -35.0% |
| YTD | -28.9% | +33.9% | -62.7% | -38.9% |
| 1Y | -35.9% | +65.1% | -100.9% | -50.3% |
| 3Y | +28.2% | +49.0% | -20.8% | -4.6% |
| All | +15.8% | +31.2% | -15.4% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling