+31.6%
FAST vs DKS
-29.5%
+61.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.4% |
| 7D | +3.4% | +8.4% | -5.0% | +2.0% |
| 30D | +5.5% | +7.7% | -2.2% | +4.1% |
| 3M | +7.6% | -25.8% | +33.3% | +13.1% |
| 6M | +19.8% | -31.0% | +50.8% | +27.7% |
| YTD | +35.5% | -23.8% | +59.3% | +39.6% |
| 1Y | +31.6% | -29.8% | +61.4% | +38.1% |
| All | +31.6% | -29.5% | +61.1% | +38.1% |
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