+29.1%
DKS vs FLR
+52.3%
-23.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.4% |
| 7D | -4.7% | -6.9% | +2.1% | -3.1% |
| 30D | -35.1% | +1.1% | -36.2% | -35.3% |
| 3M | -37.7% | +14.3% | -52.0% | -40.5% |
| 6M | -30.7% | +19.1% | -49.9% | -35.4% |
| YTD | -31.9% | +35.1% | -67.1% | -39.3% |
| 1Y | -40.0% | +29.5% | -69.5% | -46.1% |
| All | +29.1% | +52.3% | -23.2% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling