+90.1%
FOXA vs DKS
+369.6%
-279.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.2% | +2.1% |
| 7D | -3.7% | -4.7% | +1.0% | -2.7% |
| 30D | +5.4% | -35.1% | +40.4% | +14.1% |
| 3M | -3.7% | -37.7% | +34.0% | +5.1% |
| 6M | +12.6% | -30.7% | +43.3% | +18.9% |
| YTD | -10.0% | -31.9% | +22.0% | -4.7% |
| 1Y | +15.0% | -40.0% | +55.0% | +24.8% |
| 3Y | +115.1% | +28.4% | +86.7% | +82.4% |
| 5Y | +93.0% | +12.4% | +80.6% | +59.5% |
| All | +90.1% | +369.6% | -279.5% | -20.6% |
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 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