-41.4%
FIS vs DKS
+199.7%
-241.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.2% | -3.5% |
| 7D | -9.1% | -2.9% | -6.2% | -8.6% |
| 30D | -10.4% | -37.7% | +27.3% | -4.1% |
| 3M | -3.7% | -38.9% | +35.2% | +3.4% |
| 6M | -24.8% | -31.1% | +6.3% | -21.3% |
| YTD | -41.6% | -31.8% | -9.8% | -38.8% |
| 1Y | -42.7% | -38.0% | -4.7% | -39.3% |
| 3Y | -26.2% | +28.6% | -54.8% | -33.5% |
| 5Y | -66.1% | +12.5% | -78.7% | -69.9% |
| All | -41.4% | +199.7% | -241.1% | -61.8% |
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