+726.2%
FLEX vs DKS
+9.4%
+716.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.9% | +9.3% | +5.8% |
| 7D | +7.0% | -0.4% | +7.4% | +7.0% |
| 30D | -5.8% | -36.6% | +30.8% | +5.3% |
| 3M | -24.2% | -37.6% | +13.4% | -15.4% |
| 6M | +90.8% | -32.1% | +122.9% | +107.5% |
| YTD | +89.2% | -32.3% | +121.5% | +105.2% |
| 1Y | +104.7% | -39.5% | +144.2% | +129.0% |
| 3Y | +478.1% | +27.7% | +450.4% | +407.1% |
| 5Y | +726.2% | +15.0% | +711.2% | +564.8% |
| All | +726.2% | +9.4% | +716.8% | +564.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling