+75.7%
FITB vs DKS
+6,292.4%
-6,216.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +0.6% | +3.0% | -2.4% | -0.6% |
| 30D | -4.7% | -30.5% | +25.8% | +7.1% |
| 3M | +6.7% | -35.7% | +42.4% | +23.5% |
| 6M | +12.6% | -29.7% | +42.2% | +24.5% |
| YTD | +19.1% | -28.9% | +48.0% | +30.7% |
| 1Y | +22.6% | -35.9% | +58.5% | +39.6% |
| 3Y | +127.1% | +28.2% | +99.0% | +77.9% |
| 5Y | +71.8% | +11.8% | +60.0% | +30.1% |
| 10Y | +287.2% | +211.6% | +75.6% | +48.6% |
| All | +75.7% | +6,292.4% | -6,216.8% | -70.8% |
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