+107.2%
FAST vs DKS
+11.8%
+95.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.4% | +3.0% | -3.4% | -0.8% |
| 30D | -0.8% | -30.5% | +29.8% | +4.2% |
| 3M | +5.8% | -35.7% | +41.4% | +12.4% |
| 6M | +8.0% | -29.7% | +37.7% | +12.8% |
| YTD | +25.6% | -28.9% | +54.5% | +31.0% |
| 1Y | +0.8% | -35.9% | +36.7% | +6.4% |
| 3Y | +86.1% | +28.2% | +58.0% | +70.0% |
| All | +107.2% | +11.8% | +95.4% | +82.4% |
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 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