-30.1%
DKS vs FDS
+25.7%
-55.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +6.3% | +1.5% | +4.8% | +6.2% |
| 30D | +9.3% | +14.8% | -5.5% | +8.6% |
| 3M | -25.3% | +16.3% | -41.6% | -25.4% |
| 6M | -29.2% | +66.2% | -95.4% | -28.3% |
| YTD | -22.7% | +16.2% | -39.0% | -18.3% |
| 1Y | -30.1% | +21.8% | -52.0% | -29.1% |
| All | -30.1% | +25.7% | -55.8% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling