+858.6%
FDX vs DKS
+6,292.4%
-5,433.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -2.5% | +3.0% | -5.5% | -3.4% |
| 30D | +3.8% | -30.5% | +34.3% | +12.6% |
| 3M | -1.3% | -35.7% | +34.4% | +9.3% |
| 6M | +5.0% | -29.7% | +34.7% | +12.9% |
| YTD | +39.6% | -28.9% | +68.5% | +49.3% |
| 1Y | +81.1% | -35.9% | +117.0% | +98.5% |
| 3Y | +63.0% | +28.2% | +34.9% | +40.5% |
| 5Y | +65.6% | +11.8% | +53.8% | +40.5% |
| 10Y | +183.4% | +211.6% | -28.2% | +55.6% |
| All | +858.6% | +6,292.4% | -5,433.8% | +199.9% |
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 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