+277.1%
DKS vs FTV
+89.3%
+187.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.4% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | -36.6% | -8.3% | -28.3% | -32.6% |
| 3M | -37.6% | -7.4% | -30.2% | -34.3% |
| 6M | -32.1% | -1.2% | -30.9% | -31.8% |
| YTD | -32.3% | +2.7% | -35.0% | -34.5% |
| 1Y | -39.5% | +18.4% | -57.9% | -47.0% |
| 3Y | +27.7% | -2.0% | +29.7% | +26.2% |
| 5Y | +15.0% | +3.4% | +11.6% | +8.0% |
| 10Y | +192.6% | +78.5% | +114.1% | +93.9% |
| All | +277.1% | +89.3% | +187.8% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling