+258.9%
DKS vs USFR
+27.6%
+231.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -36.6% | +0.3% | -36.9% | -36.9% |
| 3M | -37.6% | +1.0% | -38.6% | -38.3% |
| 6M | -32.1% | +1.9% | -34.0% | -33.5% |
| YTD | -32.3% | +2.7% | -35.0% | -34.3% |
| 1Y | -39.5% | +4.0% | -43.5% | -42.2% |
| 3Y | +27.7% | +14.0% | +13.6% | +9.6% |
| 5Y | +15.0% | +20.4% | -5.4% | -7.1% |
| 10Y | +192.6% | +28.1% | +164.5% | +123.8% |
| All | +258.9% | +27.6% | +231.3% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling