-29.8%
DKS vs FND
-10.3%
-19.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.9% | -3.2% | +3.7% |
| 7D | +8.4% | +12.3% | -3.9% | +3.8% |
| 30D | +7.7% | +14.7% | -7.1% | +2.2% |
| 3M | -25.8% | -12.0% | -13.7% | -23.3% |
| 6M | -31.0% | +10.8% | -41.8% | -34.5% |
| YTD | -23.8% | -12.3% | -11.5% | -24.3% |
| 1Y | -29.8% | -13.4% | -16.4% | -30.1% |
| All | -29.8% | -10.3% | -19.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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