+626.9%
FLEX vs DKS
+237.0%
+389.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -3.1% |
| 7D | -13.6% | +9.4% | -23.1% | -16.1% |
| 30D | -36.5% | +9.8% | -46.3% | -38.8% |
| 3M | -36.4% | -29.3% | -7.2% | -31.5% |
| 6M | -46.5% | -32.6% | -13.9% | -42.0% |
| YTD | +25.9% | -22.6% | +48.5% | +30.5% |
| 1Y | +19.6% | -29.8% | +49.4% | +27.6% |
| 3Y | +287.0% | +43.2% | +243.8% | +219.2% |
| 5Y | +466.6% | +29.8% | +436.8% | +353.1% |
| 10Y | +626.9% | +236.7% | +390.3% | +219.9% |
| All | +626.9% | +237.0% | +389.9% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling