+5,845.5%
DKS vs FDS
+2,071.7%
+3,773.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.1% |
| 7D | +3.0% | -1.9% | +4.9% | +3.8% |
| 30D | -30.5% | +9.0% | -39.6% | -32.9% |
| 3M | -35.7% | +18.9% | -54.5% | -40.9% |
| 6M | -29.7% | +35.1% | -64.8% | -40.5% |
| YTD | -28.9% | +5.5% | -34.4% | -33.4% |
| 1Y | -35.9% | -16.8% | -19.1% | -33.7% |
| 3Y | +28.2% | -28.1% | +56.2% | +40.1% |
| 5Y | +11.8% | -17.4% | +29.2% | +12.7% |
| 10Y | +211.6% | +85.4% | +126.2% | +105.9% |
| All | +5,845.5% | +2,071.7% | +3,773.8% | +1,406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling