+109.8%
FE vs DKS
+228.9%
-119.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | +5.2% | +7.3% | -2.2% | +4.6% |
| 3M | 0.0% | -28.4% | +28.4% | +1.7% |
| 6M | +5.0% | -36.9% | +41.9% | +7.7% |
| YTD | +7.9% | -27.3% | +35.2% | +9.3% |
| 1Y | +6.3% | -33.2% | +39.6% | +8.3% |
| 3Y | +46.0% | +32.2% | +13.9% | +38.0% |
| 5Y | +45.6% | +22.3% | +23.4% | +35.8% |
| All | +109.8% | +228.9% | -119.1% | +57.1% |
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