+27.7%
DKS vs FHN
+134.1%
-106.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.3% |
| 7D | -0.4% | +2.7% | -3.1% | -1.7% |
| 30D | -36.6% | -3.1% | -33.5% | -35.6% |
| 3M | -37.6% | +2.3% | -40.0% | -38.3% |
| 6M | -32.1% | +9.7% | -41.8% | -34.9% |
| YTD | -32.3% | +4.7% | -37.1% | -33.9% |
| 1Y | -39.5% | +13.8% | -53.2% | -43.6% |
| 3Y | +27.7% | +131.6% | -103.9% | -12.1% |
| All | +27.7% | +134.1% | -106.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling