-80.8%
FIG vs DKS
-35.7%
-45.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -12.2% | -4.7% | -7.5% | -11.8% |
| 30D | -11.0% | -35.1% | +24.1% | -6.8% |
| 3M | +11.9% | -37.7% | +49.6% | +18.2% |
| 6M | -21.9% | -30.7% | +8.8% | -19.6% |
| YTD | -40.8% | -31.9% | -8.8% | -38.8% |
| 1Y | -56.6% | -40.0% | -16.6% | -55.2% |
| All | -80.8% | -35.7% | -45.2% | -78.5% |
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