+27.7%
DKS vs FDS
-30.4%
+58.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -4.2% |
| 7D | -0.4% | -5.4% | +4.9% | +0.5% |
| 30D | -36.6% | +1.6% | -38.2% | -36.5% |
| 3M | -37.6% | +17.7% | -55.4% | -38.6% |
| 6M | -32.1% | +29.1% | -61.1% | -34.2% |
| YTD | -32.3% | +1.0% | -33.3% | -30.0% |
| 1Y | -39.5% | -21.6% | -17.9% | -32.0% |
| 3Y | +27.7% | -30.1% | +57.8% | +46.2% |
| All | +27.7% | -30.4% | +58.1% | +46.2% |
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