-34.3%
EFX vs DKS
-39.2%
+4.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -4.5% | -3.0% | -1.6% | -4.3% |
| 30D | -6.1% | -33.4% | +27.3% | -2.9% |
| 3M | +6.2% | -39.4% | +45.6% | +10.5% |
| 6M | -11.2% | -30.1% | +18.9% | -8.5% |
| YTD | -21.4% | -31.0% | +9.6% | -19.1% |
| 1Y | -34.3% | -40.2% | +5.9% | -31.3% |
| All | -34.3% | -39.2% | +4.9% | -31.3% |
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