-24.1%
FICO vs DKS
+31.1%
-55.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | -2.1% | +1.2% | -0.8% |
| 30D | +3.3% | +7.3% | -4.0% | +2.5% |
| 3M | -31.7% | -28.4% | -3.3% | -29.9% |
| 6M | -34.0% | -36.9% | +2.9% | -31.5% |
| YTD | -58.3% | -27.3% | -31.0% | -57.5% |
| 1Y | -57.9% | -33.2% | -24.7% | -56.7% |
| 3Y | -24.1% | +32.2% | -56.2% | -24.3% |
| All | -24.1% | +31.1% | -55.2% | -24.3% |
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 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