+126.7%
FFIV vs DKS
+235.2%
-108.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -2.9% | +1.3% | -4.3% | -3.2% |
| 30D | -32.4% | +8.9% | -41.3% | -33.6% |
| 3M | -22.7% | -26.4% | +3.7% | -19.1% |
| 6M | -10.7% | -31.1% | +20.4% | -5.8% |
| YTD | +25.4% | -22.8% | +48.2% | +28.4% |
| 1Y | +34.2% | -29.5% | +63.7% | +40.0% |
| 3Y | +101.2% | +42.8% | +58.4% | +75.1% |
| 5Y | +42.0% | +29.2% | +12.8% | +21.0% |
| 10Y | +126.7% | +235.0% | -108.2% | +35.9% |
| All | +126.7% | +235.2% | -108.5% | +35.9% |
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