-40.2%
DKS vs FIGR
-3.1%
-37.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.1% | +1.6% |
| 7D | -3.0% | -3.0% | +0.1% | -2.9% |
| 30D | -33.4% | +13.7% | -47.0% | -34.4% |
| 3M | -39.4% | +23.9% | -63.2% | -40.9% |
| 6M | -30.1% | -8.4% | -21.7% | -30.5% |
| YTD | -31.0% | -14.6% | -16.3% | -31.7% |
| 1Y | -40.2% | +12.1% | -52.3% | -40.6% |
| All | -40.2% | -3.1% | -37.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling