+402.1%
FE vs DKS
+6,292.4%
-5,890.3%
-55.7%
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% | -0.5% |
| 7D | +1.9% | +3.0% | -1.1% | +1.6% |
| 30D | -1.2% | -30.5% | +29.4% | +1.9% |
| 3M | +3.5% | -35.7% | +39.2% | +7.4% |
| 6M | -6.1% | -29.7% | +23.6% | -3.6% |
| YTD | +7.6% | -28.9% | +36.5% | +10.2% |
| 1Y | +11.9% | -35.9% | +47.8% | +15.6% |
| 3Y | +48.4% | +28.2% | +20.3% | +38.5% |
| 5Y | +44.8% | +11.8% | +33.0% | +33.6% |
| 10Y | +115.9% | +211.6% | -95.7% | +62.9% |
| All | +402.1% | +6,292.4% | -5,890.3% | +137.6% |
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