+153.5%
FDX vs DKS
+226.4%
-72.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.8% |
| 7D | +5.2% | +6.3% | -1.1% | +3.6% |
| 30D | +11.3% | +9.3% | +2.0% | +8.6% |
| 3M | -4.1% | -25.3% | +21.2% | +1.1% |
| 6M | +9.6% | -29.2% | +38.8% | +16.7% |
| YTD | +40.9% | -22.7% | +63.6% | +46.1% |
| 1Y | +53.0% | -30.1% | +83.1% | +62.6% |
| 3Y | +74.1% | +45.6% | +28.5% | +47.0% |
| 5Y | +75.1% | +28.5% | +46.6% | +45.1% |
| All | +153.5% | +226.4% | -72.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling