+74.5%
FITB vs DKS
+5,981.0%
-5,906.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +1.4% |
| 7D | +2.8% | -0.4% | +3.3% | +3.0% |
| 30D | -4.5% | -36.6% | +32.1% | +11.6% |
| 3M | +5.7% | -37.6% | +43.3% | +23.8% |
| 6M | +17.1% | -32.1% | +49.2% | +31.3% |
| YTD | +18.3% | -32.3% | +50.7% | +32.5% |
| 1Y | +23.9% | -39.5% | +63.4% | +44.4% |
| 3Y | +131.1% | +27.7% | +103.4% | +81.0% |
| 5Y | +71.1% | +15.0% | +56.1% | +27.5% |
| 10Y | +283.9% | +192.6% | +91.3% | +51.4% |
| All | +74.5% | +5,981.0% | -5,906.5% | -70.4% |
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