+196.8%
DKS vs FTV
+80.7%
+116.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -3.0% | -4.0% | +1.0% | -0.3% |
| 30D | -33.4% | -11.0% | -22.3% | -27.7% |
| 3M | -39.4% | -8.4% | -31.0% | -35.6% |
| 6M | -30.1% | -2.6% | -27.5% | -29.2% |
| YTD | -31.0% | -0.6% | -30.3% | -31.8% |
| 1Y | -40.2% | +11.0% | -51.1% | -45.3% |
| 3Y | +30.9% | -6.3% | +37.3% | +33.3% |
| 5Y | +14.0% | -1.5% | +15.6% | +10.3% |
| All | +196.8% | +80.7% | +116.1% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling