+129.0%
FITB vs DKS
+27.5%
+101.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -0.4% | -2.9% | +2.5% | +0.3% |
| 30D | -5.1% | -37.7% | +32.6% | +4.8% |
| 3M | +3.5% | -38.9% | +42.5% | +14.8% |
| 6M | +17.2% | -31.1% | +48.3% | +24.9% |
| YTD | +17.6% | -31.8% | +49.5% | +25.6% |
| 1Y | +23.4% | -38.0% | +61.4% | +34.7% |
| All | +129.0% | +27.5% | +101.4% | +59.2% |
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 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