+549.4%
DKS vs PSLV
+108.9%
+440.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.4% |
| 7D | -4.7% | -4.9% | +0.1% | -4.3% |
| 30D | -35.1% | -1.9% | -33.2% | -35.0% |
| 3M | -37.7% | +4.2% | -41.9% | -38.1% |
| 6M | -30.7% | -27.6% | -3.2% | -28.9% |
| YTD | -31.9% | -11.7% | -20.3% | -32.3% |
| 1Y | -40.0% | +49.3% | -89.3% | -43.7% |
| 3Y | +28.4% | +167.1% | -138.7% | +13.0% |
| 5Y | +12.4% | +151.7% | -139.3% | -1.3% |
| 10Y | +197.8% | +187.0% | +10.9% | +153.2% |
| All | +549.4% | +108.9% | +440.5% | +431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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