+105.3%
FAST vs DKS
+21.0%
+84.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.1% | -2.1% | +4.2% | +2.4% |
| 30D | +6.9% | +7.3% | -0.5% | +5.5% |
| 3M | +4.8% | -28.4% | +33.3% | +9.3% |
| 6M | +19.8% | -36.9% | +56.7% | +27.3% |
| YTD | +34.9% | -27.3% | +62.2% | +39.8% |
| 1Y | +32.8% | -33.2% | +66.0% | +39.4% |
| 3Y | +93.7% | +32.2% | +61.6% | +75.5% |
| All | +105.3% | +21.0% | +84.3% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling