-83.2%
FIG vs DKS
-27.0%
-56.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.4% |
| 7D | +3.4% | +6.3% | -2.9% | +2.5% |
| 30D | -9.5% | +9.3% | -18.8% | -10.3% |
| 3M | -26.2% | -25.3% | -0.9% | -24.0% |
| 6M | +2.7% | -29.2% | +31.9% | +6.8% |
| YTD | -48.0% | -22.7% | -25.2% | -46.9% |
| 1Y | -52.0% | -30.1% | -21.9% | -50.5% |
| All | -83.2% | -27.0% | -56.2% | -81.4% |
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