+29.5%
DKS vs FDS
-23.3%
+52.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +9.4% | -2.0% | +11.4% | +10.0% |
| 30D | +9.8% | +13.5% | -3.7% | +6.3% |
| 3M | -29.3% | +15.2% | -44.4% | -31.7% |
| 6M | -32.6% | +47.0% | -79.6% | -39.5% |
| YTD | -22.6% | +13.9% | -36.5% | -24.3% |
| 1Y | -29.8% | +25.2% | -55.0% | -34.3% |
| 3Y | +43.2% | -25.3% | +68.6% | +66.2% |
| All | +29.5% | -23.3% | +52.8% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling