+100.5%
FLEX vs DKS
-40.1%
+140.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | +6.4% | -2.9% | +9.2% | +6.8% |
| 30D | -5.9% | -37.7% | +31.8% | +4.1% |
| 3M | -23.5% | -38.9% | +15.5% | -15.5% |
| 6M | +83.7% | -31.1% | +114.8% | +94.4% |
| YTD | +86.5% | -31.8% | +118.3% | +96.8% |
| 1Y | +100.5% | -38.0% | +138.5% | +116.5% |
| All | +100.5% | -40.1% | +140.6% | +116.5% |
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