+5,852.4%
FIX vs DKS
+212.1%
+5,640.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | +6.0% | +3.0% | +3.0% | +5.1% |
| 30D | -7.2% | -30.5% | +23.3% | +0.8% |
| 3M | -15.9% | -35.7% | +19.8% | -6.9% |
| 6M | +12.7% | -29.7% | +42.4% | +21.1% |
| YTD | +72.8% | -28.9% | +101.6% | +84.3% |
| 1Y | +122.9% | -35.9% | +158.8% | +144.3% |
| 3Y | +774.3% | +28.2% | +746.2% | +671.6% |
| 5Y | +2,049.5% | +11.8% | +2,037.7% | +1,765.6% |
| All | +5,852.4% | +212.1% | +5,640.3% | +3,348.3% |
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