+414.2%
FIS vs DKS
+6,292.4%
-5,878.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.1% | +3.0% | -1.9% | +0.5% |
| 30D | -2.2% | -30.5% | +28.3% | +4.2% |
| 3M | +2.1% | -35.7% | +37.8% | +10.5% |
| 6M | -14.7% | -29.7% | +15.0% | -10.0% |
| YTD | -35.7% | -28.9% | -6.8% | -32.5% |
| 1Y | -37.1% | -35.9% | -1.2% | -32.7% |
| 3Y | -20.0% | +28.2% | -48.2% | -29.4% |
| 5Y | -62.1% | +11.8% | -73.9% | -67.1% |
| 10Y | -37.4% | +211.6% | -249.0% | -62.0% |
| All | +414.2% | +6,292.4% | -5,878.3% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling