+295.8%
DKS vs FIVE
+868.1%
-572.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -2.5% |
| 7D | +3.0% | +4.3% | -1.3% | +1.2% |
| 30D | -30.5% | +12.5% | -43.0% | -33.9% |
| 3M | -35.7% | +31.2% | -66.9% | -42.8% |
| 6M | -29.7% | +14.4% | -44.1% | -34.5% |
| YTD | -28.9% | +33.9% | -62.7% | -38.0% |
| 1Y | -35.9% | +65.1% | -100.9% | -48.9% |
| 3Y | +28.2% | +49.0% | -20.8% | -2.8% |
| 5Y | +11.8% | +30.3% | -18.5% | -12.3% |
| 10Y | +211.6% | +481.1% | -269.5% | +39.8% |
| All | +295.8% | +868.1% | -572.4% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling