+948.1%
FIX vs DKS
+21.0%
+927.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -17.5% | -2.1% | -15.4% | -17.3% |
| 30D | -41.6% | +7.3% | -48.9% | -43.1% |
| 3M | -40.6% | -28.4% | -12.2% | -36.6% |
| 6M | -49.4% | -36.9% | -12.5% | -44.4% |
| YTD | +9.2% | -27.3% | +36.5% | +14.3% |
| 1Y | +6.5% | -33.2% | +39.7% | +14.3% |
| 3Y | +448.7% | +32.2% | +416.6% | +388.3% |
| All | +948.1% | +21.0% | +927.1% | +780.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling