+12.4%
DKS vs FND
-62.8%
+75.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | -4.7% | -5.1% | +0.3% | -2.4% |
| 30D | -35.1% | -22.5% | -12.5% | -27.0% |
| 3M | -37.7% | -5.0% | -32.7% | -37.1% |
| 6M | -30.7% | -21.5% | -9.2% | -24.5% |
| YTD | -31.9% | -23.0% | -8.9% | -25.8% |
| 1Y | -40.0% | -44.9% | +4.9% | -23.6% |
| 3Y | +28.4% | -50.0% | +78.4% | +60.6% |
| 5Y | +12.4% | -63.3% | +75.8% | +45.3% |
| All | +12.4% | -62.8% | +75.2% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling