+84.4%
FICO vs DKS
+26.5%
+57.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.1% |
| 7D | +2.2% | +6.3% | -4.1% | +1.1% |
| 30D | +0.1% | +9.3% | -9.2% | -1.6% |
| 3M | -35.2% | -25.3% | -9.9% | -32.6% |
| 6M | -32.4% | -29.2% | -3.2% | -29.3% |
| YTD | -57.4% | -22.7% | -34.7% | -56.4% |
| 1Y | -58.5% | -30.1% | -28.4% | -56.8% |
| 3Y | -28.9% | +45.6% | -74.5% | -40.9% |
| All | +84.4% | +26.5% | +57.9% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling