+8,161.1%
FFIV vs DKS
+6,654.9%
+1,506.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +1.9% | +3.3% | -1.4% | +1.0% |
| 30D | -33.3% | +5.9% | -39.2% | -34.4% |
| 3M | -24.9% | -27.4% | +2.5% | -19.9% |
| 6M | -10.5% | -32.6% | +22.1% | -3.3% |
| YTD | +24.4% | -24.8% | +49.3% | +29.4% |
| 1Y | +32.3% | -32.8% | +65.1% | +41.9% |
| 3Y | +99.7% | +39.1% | +60.7% | +65.6% |
| 5Y | +38.4% | +25.0% | +13.4% | +12.2% |
| 10Y | +125.0% | +226.2% | -101.1% | +16.5% |
| All | +8,161.1% | +6,654.9% | +1,506.2% | +1,816.9% |
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 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