+242.0%
DKS vs INVH
+75.5%
+166.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.1% |
| 7D | -4.7% | -3.1% | -1.6% | -3.0% |
| 30D | -35.1% | -7.5% | -27.6% | -32.0% |
| 3M | -37.7% | -6.3% | -31.4% | -35.4% |
| 6M | -30.7% | +9.4% | -40.2% | -34.5% |
| YTD | -31.9% | +1.4% | -33.3% | -32.9% |
| 1Y | -40.0% | -4.1% | -35.9% | -39.2% |
| 3Y | +28.4% | -9.2% | +37.6% | +31.4% |
| 5Y | +12.4% | -19.6% | +32.1% | +21.8% |
| All | +242.0% | +75.5% | +166.5% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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