+537.5%
FAST vs DKS
+217.6%
+319.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | +5.0% | +3.3% | +1.8% | +4.4% |
| 30D | +8.6% | +5.9% | +2.7% | +7.3% |
| 3M | +6.9% | -27.4% | +34.4% | +11.6% |
| 6M | +29.6% | -32.6% | +62.2% | +36.7% |
| YTD | +41.4% | -24.8% | +66.2% | +46.0% |
| 1Y | +38.5% | -32.8% | +71.4% | +45.8% |
| 3Y | +98.7% | +39.1% | +59.7% | +77.4% |
| 5Y | +108.0% | +25.0% | +83.0% | +82.3% |
| All | +537.5% | +217.6% | +319.8% | +317.4% |
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