+12.4%
DKS vs FTV
-3.0%
+15.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +1.5% |
| 7D | -4.7% | -5.2% | +0.5% | -1.1% |
| 30D | -35.1% | -11.5% | -23.5% | -29.0% |
| 3M | -37.7% | -9.0% | -28.7% | -33.3% |
| 6M | -30.7% | -2.0% | -28.7% | -30.1% |
| YTD | -31.9% | -0.9% | -31.0% | -32.8% |
| 1Y | -40.0% | +14.8% | -54.8% | -47.3% |
| 3Y | +28.4% | -5.5% | +33.9% | +29.2% |
| 5Y | +12.4% | -1.9% | +14.3% | -0.2% |
| All | +12.4% | -3.0% | +15.4% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling