+196.8%
DKS vs USFR
+28.1%
+168.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.3% |
| 30D | -33.4% | +0.4% | -33.7% | -34.0% |
| 3M | -39.4% | +1.0% | -40.4% | -41.0% |
| 6M | -30.1% | +2.0% | -32.1% | -33.7% |
| YTD | -31.0% | +2.8% | -33.7% | -35.9% |
| 1Y | -40.2% | +4.1% | -44.3% | -46.5% |
| 3Y | +30.9% | +14.1% | +16.8% | -10.3% |
| 5Y | +14.0% | +20.6% | -6.6% | -33.2% |
| All | +196.8% | +28.1% | +168.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling