+25.0%
FLEX vs DKS
-29.5%
+54.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.7% | -20.0% | -12.7% |
| 7D | -17.0% | +8.4% | -25.4% | -17.4% |
| 30D | -33.8% | +7.7% | -41.5% | -34.4% |
| 3M | -39.0% | -25.8% | -13.3% | -35.7% |
| 6M | -15.9% | -31.0% | +15.1% | -10.0% |
| YTD | +27.8% | -23.8% | +51.6% | +32.3% |
| 1Y | +25.0% | -29.8% | +54.8% | +27.7% |
| All | +25.0% | -29.5% | +54.4% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling