-40.7%
FIS vs DKS
+199.2%
-239.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | -8.9% | -4.7% | -4.1% | -8.1% |
| 30D | -9.9% | -35.1% | +25.1% | -4.2% |
| 3M | 0.0% | -37.7% | +37.7% | +7.0% |
| 6M | -22.9% | -30.7% | +7.8% | -19.4% |
| YTD | -40.9% | -31.9% | -8.9% | -38.1% |
| 1Y | -40.4% | -40.0% | -0.4% | -36.5% |
| 3Y | -25.4% | +28.4% | -53.8% | -32.7% |
| 5Y | -64.8% | +12.4% | -77.3% | -68.8% |
| All | -40.7% | +199.2% | -239.9% | -61.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling