+31.1%
DKS vs FGI
-70.4%
+101.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.5% |
| 7D | +3.0% | +0.5% | +2.5% | +3.0% |
| 30D | -30.5% | +65.4% | -95.9% | -31.3% |
| 3M | -35.7% | +23.5% | -59.2% | -36.2% |
| 6M | -29.7% | +60.5% | -90.2% | -30.9% |
| YTD | -28.9% | +30.0% | -58.9% | -29.9% |
| 1Y | -35.9% | +82.1% | -117.9% | -37.4% |
| 3Y | +28.2% | -4.4% | +32.5% | +27.5% |
| All | +31.1% | -70.4% | +101.4% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling