+192.6%
DKS vs FDS
+66.9%
+125.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.7% | +2.2% |
| 7D | -4.7% | -16.0% | +11.2% | +2.1% |
| 30D | -35.1% | -6.7% | -28.3% | -33.0% |
| 3M | -37.7% | +6.0% | -43.7% | -39.5% |
| 6M | -30.7% | +25.1% | -55.8% | -38.7% |
| YTD | -31.9% | -8.1% | -23.8% | -31.2% |
| 1Y | -40.0% | -26.0% | -14.0% | -33.2% |
| 3Y | +28.4% | -36.4% | +64.8% | +51.8% |
| 5Y | +12.4% | -27.7% | +40.2% | +21.3% |
| All | +192.6% | +66.9% | +125.8% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling