+1,440.5%
FANG vs DKS
+268.9%
+1,171.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +2.9% | -3.0% | +5.8% | +3.6% |
| 30D | +2.6% | -33.4% | +36.0% | +11.7% |
| 3M | +7.6% | -39.4% | +46.9% | +19.5% |
| 6M | +17.3% | -30.1% | +47.4% | +24.3% |
| YTD | +38.7% | -31.0% | +69.6% | +47.0% |
| 1Y | +51.6% | -40.2% | +91.8% | +66.3% |
| 3Y | +50.0% | +30.9% | +19.0% | +27.0% |
| 5Y | +237.6% | +14.0% | +223.5% | +178.5% |
| 10Y | +180.7% | +202.1% | -21.4% | +43.6% |
| All | +1,440.5% | +268.9% | +1,171.7% | +607.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling