+12.4%
DKS vs INDA
+4.5%
+7.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.7% |
| 7D | -4.7% | -3.6% | -1.1% | -2.0% |
| 30D | -35.1% | -4.0% | -31.1% | -33.4% |
| 3M | -37.7% | +1.7% | -39.4% | -39.0% |
| 6M | -30.7% | -3.6% | -27.1% | -29.2% |
| YTD | -31.9% | -11.0% | -20.9% | -25.9% |
| 1Y | -40.0% | -9.5% | -30.5% | -35.8% |
| 3Y | +28.4% | +7.6% | +20.8% | +14.3% |
| 5Y | +12.4% | +4.8% | +7.6% | -2.4% |
| All | +12.4% | +4.5% | +7.9% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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