+16.6%
DKS vs USFR
+20.6%
-4.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.1% |
| 7D | -2.0% | +0.1% | -2.2% | -2.6% |
| 30D | -32.7% | +0.4% | -33.1% | -33.7% |
| 3M | -38.8% | +1.0% | -39.8% | -41.2% |
| 6M | -29.4% | +2.0% | -31.4% | -34.6% |
| YTD | -30.3% | +2.8% | -33.1% | -37.6% |
| 1Y | -39.6% | +4.1% | -43.7% | -49.3% |
| 3Y | +32.2% | +14.1% | +18.0% | -31.8% |
| All | +16.6% | +20.6% | -4.0% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling