+155.7%
FDX vs DKS
+235.2%
-79.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | +10.4% | +8.9% | +1.5% | +7.9% |
| 3M | +0.5% | -26.4% | +26.8% | +6.3% |
| 6M | +6.5% | -31.1% | +37.5% | +14.2% |
| YTD | +40.2% | -22.8% | +63.0% | +45.5% |
| 1Y | +52.1% | -29.5% | +81.6% | +61.2% |
| 3Y | +72.8% | +42.8% | +30.0% | +46.7% |
| 5Y | +76.3% | +29.2% | +47.1% | +45.9% |
| 10Y | +155.7% | +235.0% | -79.2% | +36.6% |
| All | +155.7% | +235.2% | -79.4% | +36.6% |
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