+12.5%
DKS vs FDS
-23.5%
+36.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.7% |
| 7D | -2.9% | -8.8% | +5.9% | -0.5% |
| 30D | -37.7% | -1.4% | -36.3% | -37.2% |
| 3M | -38.9% | +13.9% | -52.8% | -40.8% |
| 6M | -31.1% | +27.4% | -58.5% | -36.1% |
| YTD | -31.8% | -2.5% | -29.4% | -30.4% |
| 1Y | -38.0% | -23.8% | -14.3% | -30.1% |
| 3Y | +28.6% | -32.5% | +61.1% | +50.6% |
| 5Y | +12.5% | -23.2% | +35.7% | +27.2% |
| All | +12.5% | -23.5% | +36.0% | +27.2% |
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 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