-71.1%
FIS vs DKS
+29.6%
-100.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +7.0% | +6.8% |
| 7D | +1.5% | +1.3% | +0.2% | +1.3% |
| 30D | -11.8% | +8.9% | -20.7% | -13.3% |
| 3M | -28.5% | -26.4% | -2.2% | -25.8% |
| 6M | -27.0% | -31.1% | +4.0% | -23.7% |
| YTD | -53.1% | -22.8% | -30.3% | -52.1% |
| 1Y | -52.8% | -29.5% | -23.3% | -51.1% |
| 3Y | -37.5% | +42.8% | -80.3% | -46.9% |
| 5Y | -71.1% | +29.2% | -100.2% | -78.0% |
| All | -71.1% | +29.6% | -100.6% | -78.0% |
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