+351.3%
FERG vs DKS
+203.5%
+147.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -2.6% | -3.0% | +0.4% | -2.2% |
| 30D | -8.9% | -33.4% | +24.5% | -4.7% |
| 3M | -2.0% | -39.4% | +37.3% | +3.7% |
| 6M | -3.2% | -30.1% | +26.9% | +0.5% |
| YTD | +1.5% | -31.0% | +32.5% | +5.5% |
| 1Y | +0.5% | -40.2% | +40.6% | +6.1% |
| 3Y | +50.4% | +30.9% | +19.5% | +44.9% |
| 5Y | +68.7% | +14.0% | +54.7% | +60.4% |
| All | +351.3% | +203.5% | +147.9% | +311.2% |
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