+1,354.9%
FLEX vs DKS
+6,749.1%
-5,394.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.9% | +7.1% | +10.2% |
| 7D | -7.2% | +3.8% | -11.0% | -8.7% |
| 30D | -34.8% | +8.1% | -42.8% | -37.3% |
| 3M | -35.6% | -28.6% | -7.0% | -30.1% |
| 6M | -45.0% | -33.6% | -11.4% | -39.3% |
| YTD | +29.4% | -23.8% | +53.2% | +35.4% |
| 1Y | +24.8% | -30.7% | +55.5% | +35.1% |
| 3Y | +304.4% | +41.5% | +262.9% | +218.0% |
| 5Y | +484.1% | +23.0% | +461.0% | +350.3% |
| 10Y | +640.4% | +236.0% | +404.4% | +216.2% |
| All | +1,354.9% | +6,749.1% | -5,394.2% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling