+1,072.7%
FTI vs DKS
+12.8%
+1,059.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -5.6% | -4.7% | -0.9% | -4.9% |
| 30D | +0.4% | -35.1% | +35.5% | +6.7% |
| 3M | +8.1% | -37.7% | +45.8% | +15.4% |
| 6M | +16.7% | -30.7% | +47.4% | +21.5% |
| YTD | +70.0% | -31.9% | +101.9% | +77.2% |
| 1Y | +85.4% | -40.0% | +125.4% | +97.5% |
| 3Y | +265.9% | +28.4% | +237.5% | +237.7% |
| 5Y | +1,072.7% | +12.4% | +1,060.3% | +1,000.0% |
| All | +1,072.7% | +12.8% | +1,059.9% | +1,000.0% |
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