+603.9%
FICO vs DKS
+210.1%
+393.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.2% | -16.6% |
| 7D | -19.2% | +3.0% | -22.2% | -19.7% |
| 30D | -14.6% | -30.5% | +15.9% | -8.8% |
| 3M | -20.1% | -35.7% | +15.6% | -13.2% |
| 6M | -36.3% | -29.7% | -6.6% | -32.7% |
| YTD | -44.9% | -28.9% | -16.0% | -42.0% |
| 1Y | -38.6% | -35.9% | -2.8% | -34.3% |
| 3Y | +4.0% | +28.2% | -24.2% | -10.5% |
| 5Y | +99.5% | +11.8% | +87.7% | +68.5% |
| All | +603.9% | +210.1% | +393.8% | +274.3% |
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 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