+42.4%
DKS vs FGI
-74.8%
+117.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -25.2% | +28.0% | +2.9% |
| 7D | +6.3% | -14.4% | +20.7% | +6.3% |
| 30D | +9.3% | -11.8% | +21.1% | +9.3% |
| 3M | -25.3% | -46.2% | +21.0% | -25.0% |
| 6M | -29.2% | +5.2% | -34.4% | -29.9% |
| YTD | -22.7% | +10.5% | -33.3% | -23.9% |
| 1Y | -30.1% | +25.5% | -55.6% | -31.3% |
| 3Y | +45.6% | -16.0% | +61.6% | +44.6% |
| All | +42.4% | -74.8% | +117.2% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling