+50.0%
FANG vs DKS
+30.4%
+19.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.2% |
| 30D | +2.6% | -32.7% | +35.4% | +7.9% |
| 3M | +7.6% | -38.8% | +46.4% | +14.7% |
| 6M | +17.3% | -29.4% | +46.8% | +20.5% |
| YTD | +38.7% | -30.3% | +69.0% | +42.5% |
| 1Y | +51.6% | -39.6% | +91.2% | +60.4% |
| 3Y | +50.0% | +32.2% | +17.8% | +35.0% |
| All | +50.0% | +30.4% | +19.6% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling