+34.3%
FANG vs DKS
-29.5%
+63.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.7% | -12.6% | -4.6% |
| 7D | -11.3% | +8.4% | -19.7% | -11.0% |
| 30D | -0.7% | +7.7% | -8.3% | -0.3% |
| 3M | -4.2% | -25.8% | +21.6% | -5.2% |
| 6M | -13.5% | -31.0% | +17.5% | -14.9% |
| YTD | +23.7% | -23.8% | +47.5% | +21.4% |
| 1Y | +34.3% | -29.8% | +64.2% | +32.8% |
| All | +34.3% | -29.5% | +63.8% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling