+809.0%
EFX vs DKS
+5,981.0%
-5,172.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -2.0% |
| 7D | -7.8% | -0.4% | -7.4% | -7.7% |
| 30D | -5.7% | -36.6% | +30.9% | +2.8% |
| 3M | +2.5% | -37.6% | +40.1% | +12.2% |
| 6M | -16.7% | -32.1% | +15.4% | -11.0% |
| YTD | -20.2% | -32.3% | +12.1% | -15.0% |
| 1Y | -31.4% | -39.5% | +8.1% | -25.4% |
| 3Y | -10.5% | +27.7% | -38.2% | -20.3% |
| 5Y | -35.2% | +15.0% | -50.2% | -43.4% |
| 10Y | +40.2% | +192.6% | -152.4% | -11.7% |
| All | +809.0% | +5,981.0% | -5,172.0% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling