-35.9%
EFX vs DKS
+12.8%
-48.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -11.1% | -4.7% | -6.4% | -10.2% |
| 30D | -7.4% | -35.1% | +27.7% | +0.5% |
| 3M | +1.5% | -37.7% | +39.2% | +11.1% |
| 6M | -13.7% | -30.7% | +17.1% | -8.4% |
| YTD | -21.9% | -31.9% | +10.1% | -17.0% |
| 1Y | -30.8% | -40.0% | +9.2% | -24.5% |
| 3Y | -12.4% | +28.4% | -40.8% | -24.1% |
| 5Y | -35.9% | +12.4% | -48.4% | -47.4% |
| All | -35.9% | +12.8% | -48.7% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling