+3,800.0%
FIX vs DKS
+244.9%
+3,555.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.5% | +8.1% |
| 7D | -7.2% | +3.8% | -11.1% | -8.5% |
| 30D | -35.1% | +8.1% | -43.2% | -36.9% |
| 3M | -34.3% | -28.6% | -5.7% | -29.7% |
| 6M | -42.9% | -33.6% | -9.3% | -38.2% |
| YTD | +19.5% | -23.8% | +43.2% | +23.8% |
| 1Y | +16.8% | -30.7% | +47.5% | +24.3% |
| 3Y | +506.7% | +41.5% | +465.2% | +417.7% |
| 5Y | +1,046.7% | +23.0% | +1,023.7% | +862.8% |
| 10Y | +3,800.0% | +236.0% | +3,564.0% | +2,077.1% |
| All | +3,800.0% | +244.9% | +3,555.0% | +2,077.1% |
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