+16.6%
DKS vs FLR
+238.1%
-221.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.1% |
| 7D | -2.0% | -3.5% | +1.4% | -1.3% |
| 30D | -32.7% | +4.2% | -36.9% | -33.4% |
| 3M | -38.8% | +8.1% | -46.9% | -40.5% |
| 6M | -29.4% | +21.5% | -51.0% | -34.0% |
| YTD | -30.3% | +36.8% | -67.1% | -37.1% |
| 1Y | -39.6% | +31.2% | -70.8% | -45.1% |
| 3Y | +32.2% | +53.9% | -21.7% | +9.6% |
| All | +16.6% | +238.1% | -221.5% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling