+47,322.9%
FIX vs DKS
+6,430.5%
+40,892.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -43.3% |
| 3M | -40.6% | -28.4% | -12.2% | -36.4% |
| 6M | -49.4% | -36.9% | -12.5% | -44.1% |
| YTD | +9.2% | -27.3% | +36.5% | +14.8% |
| 1Y | +6.5% | -33.2% | +39.7% | +14.8% |
| 3Y | +448.7% | +32.2% | +416.6% | +368.5% |
| 5Y | +948.7% | +22.3% | +926.5% | +762.9% |
| 10Y | +3,659.7% | +230.5% | +3,429.3% | +1,897.1% |
| All | +47,322.9% | +6,430.5% | +40,892.5% | +14,454.9% |
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