+196.8%
DKS vs FLR
+19.7%
+177.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -3.0% | -3.5% | +0.5% | -2.1% |
| 30D | -33.4% | +4.2% | -37.5% | -34.1% |
| 3M | -39.4% | +8.1% | -47.4% | -41.1% |
| 6M | -30.1% | +21.5% | -51.6% | -34.8% |
| YTD | -31.0% | +36.8% | -67.7% | -37.8% |
| 1Y | -40.2% | +31.2% | -71.4% | -45.7% |
| 3Y | +30.9% | +53.9% | -22.9% | +9.6% |
| 5Y | +14.0% | +243.0% | -229.0% | -25.2% |
| All | +196.8% | +19.7% | +177.0% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling