+206.5%
FITB vs DKS
+226.4%
-19.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.2% |
| 7D | +2.8% | +6.3% | -3.6% | +0.8% |
| 30D | +9.8% | +9.3% | +0.5% | +6.5% |
| 3M | -5.2% | -25.3% | +20.1% | +1.1% |
| 6M | +17.3% | -29.2% | +46.5% | +26.4% |
| YTD | +19.3% | -22.7% | +42.0% | +24.3% |
| 1Y | +32.7% | -30.1% | +62.8% | +42.7% |
| 3Y | +141.6% | +45.6% | +96.0% | +91.5% |
| 5Y | +48.9% | +28.5% | +20.4% | +15.6% |
| All | +206.5% | +226.4% | -19.9% | +23.5% |
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