+330.7%
DKS vs FIVE
+873.2%
-542.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +9.4% | +7.3% | +2.1% | +6.4% |
| 30D | +9.8% | +18.1% | -8.3% | +2.7% |
| 3M | -29.3% | +7.7% | -37.0% | -31.6% |
| 6M | -32.6% | +13.6% | -46.2% | -36.7% |
| YTD | -22.6% | +34.6% | -57.2% | -32.7% |
| 1Y | -29.8% | +66.2% | -96.1% | -44.2% |
| 3Y | +43.2% | +43.5% | -0.3% | +10.4% |
| 5Y | +29.8% | +20.7% | +9.2% | +4.7% |
| 10Y | +236.7% | +541.5% | -304.8% | +47.4% |
| All | +330.7% | +873.2% | -542.5% | +70.9% |
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 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