+19.6%
FLEX vs DKS
-30.4%
+49.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -2.8% |
| 7D | -13.6% | +9.4% | -23.1% | -14.1% |
| 30D | -36.5% | +9.8% | -46.3% | -37.2% |
| 3M | -36.4% | -29.3% | -7.2% | -31.5% |
| 6M | -46.5% | -32.6% | -13.9% | -41.9% |
| YTD | +25.9% | -22.6% | +48.5% | +30.3% |
| 1Y | +19.6% | -29.8% | +49.4% | +25.5% |
| All | +19.6% | -30.4% | +49.9% | +25.5% |
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