+4,490.6%
FAST vs DKS
+6,836.7%
-2,346.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +4.3% | +1.3% | +3.0% | +3.9% |
| 30D | +8.3% | +8.9% | -0.6% | +5.6% |
| 3M | +6.5% | -26.4% | +32.8% | +12.9% |
| 6M | +29.5% | -31.1% | +60.6% | +39.1% |
| YTD | +41.3% | -22.8% | +64.1% | +46.7% |
| 1Y | +37.4% | -29.5% | +66.9% | +46.0% |
| 3Y | +98.5% | +42.8% | +55.7% | +64.8% |
| 5Y | +111.1% | +29.2% | +81.9% | +69.7% |
| 10Y | +548.6% | +235.0% | +313.6% | +237.2% |
| All | +4,490.6% | +6,836.7% | -2,346.1% | +989.9% |
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