+74.9%
FDX vs DKS
-40.5%
+115.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.9% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -1.4% | -36.6% | +35.2% | +5.9% |
| 3M | -4.5% | -37.6% | +33.1% | +2.8% |
| 6M | +9.4% | -32.1% | +41.5% | +15.1% |
| YTD | +36.0% | -32.3% | +68.3% | +43.0% |
| All | +74.9% | -40.5% | +115.5% | +87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling