+93.1%
FOXA vs DKS
+13.6%
+79.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +1.0% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | +5.0% | -33.4% | +38.4% | +10.6% |
| 3M | -3.0% | -39.4% | +36.3% | +3.6% |
| 6M | +14.8% | -30.1% | +44.9% | +19.0% |
| YTD | -8.9% | -31.0% | +22.0% | -5.5% |
| 1Y | +13.3% | -40.2% | +53.5% | +20.2% |
| 3Y | +115.4% | +30.9% | +84.5% | +89.9% |
| All | +93.1% | +13.6% | +79.5% | +64.6% |
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