+183.3%
FDX vs DKS
+194.8%
-11.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.4% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -1.4% | -36.6% | +35.2% | +8.8% |
| 3M | -4.5% | -37.6% | +33.1% | +5.6% |
| 6M | +9.4% | -32.1% | +41.5% | +17.9% |
| YTD | +36.0% | -32.3% | +68.3% | +46.4% |
| 1Y | +75.5% | -39.5% | +115.0% | +93.7% |
| 3Y | +62.8% | +27.7% | +35.1% | +42.4% |
| 5Y | +64.4% | +15.0% | +49.4% | +40.1% |
| All | +183.3% | +194.8% | -11.6% | +59.9% |
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