+282.0%
FITB vs DKS
+199.2%
+82.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.0% | -4.7% | +3.8% | +0.5% |
| 30D | -5.5% | -35.1% | +29.6% | +5.9% |
| 3M | +4.1% | -37.7% | +41.8% | +17.9% |
| 6M | +18.7% | -30.7% | +49.5% | +29.0% |
| YTD | +18.2% | -31.9% | +50.1% | +28.9% |
| 1Y | +23.7% | -40.0% | +63.7% | +40.0% |
| 3Y | +130.8% | +28.4% | +102.4% | +91.2% |
| 5Y | +69.8% | +12.4% | +57.3% | +37.6% |
| All | +282.0% | +199.2% | +82.8% | +67.6% |
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