+531.6%
FICO vs DKS
+244.9%
+286.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +1.7% |
| 7D | -0.1% | +3.8% | -3.9% | -1.0% |
| 30D | +8.4% | +8.1% | +0.3% | +6.4% |
| 3M | -30.5% | -28.6% | -1.9% | -26.5% |
| 6M | -35.7% | -33.6% | -2.1% | -31.2% |
| YTD | -57.2% | -23.8% | -33.4% | -55.9% |
| 1Y | -58.4% | -30.7% | -27.7% | -56.3% |
| 3Y | -24.8% | +41.5% | -66.3% | -36.8% |
| 5Y | +79.3% | +23.0% | +56.2% | +48.2% |
| 10Y | +531.6% | +236.0% | +295.7% | +221.5% |
| All | +531.6% | +244.9% | +286.7% | +221.5% |
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