+4,283.8%
FAST vs DKS
+6,430.5%
-2,146.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.1% | -2.1% | +4.2% | +2.5% |
| 30D | +6.9% | +7.3% | -0.5% | +4.6% |
| 3M | +4.8% | -28.4% | +33.3% | +11.9% |
| 6M | +19.8% | -36.9% | +56.7% | +31.7% |
| YTD | +34.9% | -27.3% | +62.2% | +42.4% |
| 1Y | +32.8% | -33.2% | +66.0% | +43.1% |
| 3Y | +93.7% | +32.2% | +61.6% | +64.3% |
| 5Y | +105.3% | +22.3% | +83.0% | +67.3% |
| 10Y | +595.4% | +230.5% | +364.9% | +261.5% |
| All | +4,283.8% | +6,430.5% | -2,146.7% | +957.7% |
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