+6,369.9%
DKS vs FDS
+2,244.5%
+4,125.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +9.4% | -2.0% | +11.4% | +10.4% |
| 30D | +9.8% | +13.5% | -3.7% | +3.8% |
| 3M | -29.3% | +15.2% | -44.4% | -33.9% |
| 6M | -32.6% | +47.0% | -79.6% | -44.8% |
| YTD | -22.6% | +13.9% | -36.5% | -30.5% |
| 1Y | -29.8% | +25.2% | -55.0% | -40.1% |
| 3Y | +43.2% | -25.3% | +68.6% | +53.1% |
| 5Y | +29.8% | -23.3% | +53.1% | +35.2% |
| 10Y | +236.7% | +126.0% | +110.7% | +101.9% |
| All | +6,369.9% | +2,244.5% | +4,125.4% | +1,471.8% |
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