+91.7%
FFIV vs DKS
+14.6%
+77.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | -2.7% | -36.6% | +34.0% | +5.6% |
| 3M | -1.7% | -37.6% | +36.0% | +6.6% |
| 6M | +36.1% | -32.1% | +68.2% | +43.5% |
| YTD | +52.6% | -32.3% | +85.0% | +60.8% |
| 1Y | +21.5% | -39.5% | +61.0% | +31.3% |
| 3Y | +142.7% | +27.7% | +115.0% | +109.2% |
| All | +91.7% | +14.6% | +77.1% | +58.6% |
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