+227.2%
DKS vs FDS
+127.7%
+99.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +6.3% | +1.5% | +4.8% | +5.7% |
| 30D | +9.3% | +14.8% | -5.5% | +3.5% |
| 3M | -25.3% | +16.3% | -41.6% | -29.8% |
| 6M | -29.2% | +66.2% | -95.4% | -43.7% |
| YTD | -22.7% | +16.2% | -39.0% | -29.3% |
| 1Y | -30.1% | +21.8% | -52.0% | -37.8% |
| 3Y | +45.6% | -23.9% | +69.5% | +61.1% |
| 5Y | +28.5% | -23.1% | +51.6% | +38.6% |
| All | +227.2% | +127.7% | +99.6% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling