+193.1%
DKS vs FDS
+77.2%
+116.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +2.1% |
| 7D | -2.9% | -8.8% | +5.9% | +0.7% |
| 30D | -37.7% | -1.4% | -36.3% | -37.1% |
| 3M | -38.9% | +13.9% | -52.8% | -42.3% |
| 6M | -31.1% | +27.4% | -58.5% | -39.3% |
| YTD | -31.8% | -2.5% | -29.4% | -32.7% |
| 1Y | -38.0% | -23.8% | -14.3% | -31.6% |
| 3Y | +28.6% | -32.5% | +61.1% | +48.6% |
| 5Y | +12.5% | -23.2% | +35.7% | +18.6% |
| All | +193.1% | +77.2% | +116.0% | +83.4% |
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 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