-56.4%
FICO vs DKS
-29.5%
-26.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -3.7% |
| 7D | +0.4% | +8.4% | -8.0% | -0.2% |
| 30D | +1.7% | +7.7% | -6.0% | +1.1% |
| 3M | -33.0% | -25.8% | -7.3% | -32.3% |
| 6M | -33.9% | -31.0% | -2.9% | -33.2% |
| YTD | -58.5% | -23.8% | -34.7% | -58.1% |
| 1Y | -56.4% | -29.8% | -26.5% | -55.3% |
| All | -56.4% | -29.5% | -26.9% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling