+14.5%
FIX vs DKS
-31.4%
+45.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.5% | +9.1% |
| 7D | -7.2% | +3.8% | -11.1% | -7.2% |
| 30D | -35.1% | +8.1% | -43.2% | -35.4% |
| 3M | -34.3% | -28.6% | -5.7% | -31.4% |
| 6M | -42.9% | -33.6% | -9.3% | -39.7% |
| YTD | +19.5% | -23.8% | +43.2% | +19.1% |
| All | +14.5% | -31.4% | +45.9% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling