+120.9%
FE vs DKS
+237.0%
-116.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.3% |
| 7D | -0.5% | +9.4% | -9.9% | -1.2% |
| 30D | +4.3% | +9.8% | -5.5% | +3.6% |
| 3M | +0.4% | -29.3% | +29.7% | +2.2% |
| 6M | +6.9% | -32.6% | +39.5% | +9.1% |
| YTD | +8.0% | -22.6% | +30.6% | +9.0% |
| 1Y | +4.8% | -29.8% | +34.6% | +6.4% |
| 3Y | +49.0% | +43.2% | +5.7% | +39.9% |
| 5Y | +46.2% | +29.8% | +16.4% | +35.8% |
| 10Y | +120.9% | +236.7% | -115.8% | +66.1% |
| All | +120.9% | +237.0% | -116.2% | +66.1% |
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