+50.4%
FERG vs DKS
+30.4%
+20.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | -2.6% | -2.0% | -0.5% | -2.1% |
| 30D | -8.9% | -32.7% | +23.8% | -1.4% |
| 3M | -2.0% | -38.8% | +36.7% | +8.5% |
| 6M | -3.2% | -29.4% | +26.2% | +2.9% |
| YTD | +1.5% | -30.3% | +31.8% | +8.1% |
| 1Y | +0.5% | -39.6% | +40.1% | +10.6% |
| 3Y | +50.4% | +32.2% | +18.2% | +41.6% |
| All | +50.4% | +30.4% | +20.0% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling