-6.7%
EFX vs DKS
-29.5%
+22.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +1.4% |
| 7D | +9.2% | +8.4% | +0.8% | +8.0% |
| 30D | +34.8% | +7.7% | +27.1% | +33.5% |
| 3M | +8.8% | -25.8% | +34.6% | +11.2% |
| 6M | +12.3% | -31.0% | +43.3% | +15.4% |
| YTD | -10.6% | -23.8% | +13.2% | -9.0% |
| 1Y | -6.7% | -29.8% | +23.1% | -4.3% |
| All | -6.7% | -29.5% | +22.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling