+257.5%
DKS vs FND
+66.0%
+191.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.2% |
| 7D | +3.0% | -5.2% | +8.2% | +5.2% |
| 30D | -30.5% | -19.9% | -10.7% | -23.8% |
| 3M | -35.7% | +2.7% | -38.4% | -37.3% |
| 6M | -29.7% | -21.7% | -8.0% | -23.8% |
| YTD | -28.9% | -17.5% | -11.3% | -25.1% |
| 1Y | -35.9% | -39.3% | +3.4% | -23.4% |
| 3Y | +28.2% | -49.8% | +77.9% | +59.0% |
| 5Y | +11.8% | -60.1% | +71.9% | +43.9% |
| All | +257.5% | +66.0% | +191.5% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling