+13.3%
FOXA vs DKS
-39.2%
+52.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +1.2% |
| 7D | +0.8% | -3.0% | +3.8% | +0.8% |
| 30D | +5.0% | -33.4% | +38.4% | +5.5% |
| 3M | -3.0% | -39.4% | +36.3% | -2.5% |
| 6M | +14.8% | -30.1% | +44.9% | +14.5% |
| YTD | -8.9% | -31.0% | +22.0% | -9.0% |
| 1Y | +13.3% | -40.2% | +53.5% | +12.2% |
| All | +13.3% | -39.2% | +52.5% | +12.2% |
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 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