-23.6%
FIS vs DKS
+28.7%
-52.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -1.0% | -5.3% |
| 7D | -3.5% | -0.4% | -3.0% | -3.4% |
| 30D | -7.8% | -36.6% | +28.8% | -3.1% |
| 3M | +0.8% | -37.6% | +38.5% | +6.1% |
| 6M | -21.9% | -32.1% | +10.2% | -19.1% |
| YTD | -39.5% | -32.3% | -7.2% | -37.4% |
| 1Y | -41.0% | -39.5% | -1.5% | -38.1% |
| 3Y | -23.6% | +27.7% | -51.3% | -42.1% |
| All | -23.6% | +28.7% | -52.3% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling