+819.5%
FDX vs DKS
+6,430.5%
-5,611.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -1.6% | -2.1% | +0.5% | -1.1% |
| 30D | +6.6% | +7.3% | -0.7% | +4.3% |
| 3M | -2.1% | -28.4% | +26.4% | +4.9% |
| 6M | +2.2% | -36.9% | +39.0% | +13.0% |
| YTD | +33.9% | -27.3% | +61.3% | +41.8% |
| 1Y | +50.2% | -33.2% | +83.5% | +62.5% |
| 3Y | +65.5% | +32.2% | +33.4% | +41.1% |
| 5Y | +74.1% | +22.3% | +51.8% | +43.9% |
| 10Y | +156.7% | +230.5% | -73.8% | +38.1% |
| All | +819.5% | +6,430.5% | -5,611.0% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling