+242.8%
FFIV vs DKS
+197.0%
+45.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.1% | +3.7% |
| 7D | +3.5% | -2.9% | +6.4% | +4.1% |
| 30D | -1.3% | -37.7% | +36.4% | +7.1% |
| 3M | +2.4% | -38.9% | +41.3% | +11.2% |
| 6M | +41.8% | -31.1% | +72.9% | +49.1% |
| YTD | +58.5% | -31.8% | +90.3% | +66.9% |
| 1Y | +24.3% | -38.0% | +62.4% | +33.4% |
| 3Y | +152.0% | +28.6% | +123.4% | +124.2% |
| 5Y | +99.1% | +12.5% | +86.6% | +74.5% |
| 10Y | +242.8% | +198.3% | +44.4% | +114.8% |
| All | +242.8% | +197.0% | +45.7% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling