+12.5%
DKS vs Z
-65.8%
+78.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -2.9% | -7.1% | +4.2% | -1.1% |
| 30D | -37.7% | -4.8% | -32.9% | -36.9% |
| 3M | -38.9% | -9.3% | -29.6% | -37.6% |
| 6M | -31.1% | -29.0% | -2.1% | -25.6% |
| YTD | -31.8% | -52.9% | +21.1% | -19.0% |
| 1Y | -38.0% | -63.1% | +25.1% | -21.9% |
| 3Y | +28.6% | -36.9% | +65.5% | +37.5% |
| 5Y | +12.5% | -65.5% | +78.0% | +7.9% |
| All | +12.5% | -65.8% | +78.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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