+99.5%
FFIV vs DKS
+43.3%
+56.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -4.2% | +9.4% | -13.6% | -5.6% |
| 30D | -33.9% | +9.8% | -43.6% | -34.9% |
| 3M | -22.6% | -29.3% | +6.7% | -18.8% |
| 6M | -10.4% | -32.6% | +22.2% | -5.5% |
| YTD | +24.3% | -22.6% | +46.9% | +26.1% |
| 1Y | +31.8% | -29.8% | +61.6% | +36.7% |
| 3Y | +99.5% | +43.2% | +56.3% | +69.1% |
| All | +99.5% | +43.3% | +56.2% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling