+41.7%
DKS vs FGI
+12.3%
+29.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -2.6% |
| 7D | +3.3% | +13.5% | -10.3% | +3.3% |
| 30D | +5.9% | +17.1% | -11.2% | +6.0% |
| 3M | -27.4% | +78.0% | -105.5% | -27.5% |
| 6M | -32.6% | +46.4% | -79.0% | -32.7% |
| YTD | -24.8% | +47.7% | -72.5% | -24.9% |
| 1Y | -32.8% | +56.8% | -89.6% | -32.7% |
| All | +41.7% | +12.3% | +29.4% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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