+181.9%
FANG vs DKS
+206.3%
-24.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.8% |
| 7D | +2.9% | -2.0% | +4.9% | +3.4% |
| 30D | +2.6% | -32.7% | +35.4% | +11.2% |
| 3M | +7.6% | -38.8% | +46.4% | +18.8% |
| 6M | +17.3% | -29.4% | +46.8% | +23.7% |
| YTD | +38.7% | -30.3% | +69.0% | +46.3% |
| 1Y | +51.6% | -39.6% | +91.2% | +65.4% |
| 3Y | +50.0% | +32.2% | +17.8% | +27.2% |
| 5Y | +237.6% | +15.1% | +222.5% | +179.1% |
| All | +181.9% | +206.3% | -24.4% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling