+45.9%
DKS vs FDS
-24.8%
+70.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +9.4% | -2.0% | +11.4% | +9.8% |
| 30D | +9.8% | +13.5% | -3.7% | +8.0% |
| 3M | -29.3% | +15.2% | -44.4% | -30.4% |
| 6M | -32.6% | +47.0% | -79.6% | -35.6% |
| YTD | -22.6% | +13.9% | -36.5% | -21.1% |
| 1Y | -29.8% | +25.2% | -55.0% | -30.7% |
| All | +45.9% | -24.8% | +70.7% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling