-71.6%
FLNC vs DKS
+23.4%
-95.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.4% |
| 7D | -4.1% | -2.0% | -2.0% | -3.4% |
| 30D | -24.8% | -32.7% | +8.0% | -13.5% |
| 3M | -59.1% | -38.8% | -20.3% | -51.2% |
| 6M | -42.0% | -29.4% | -12.5% | -37.1% |
| YTD | -49.8% | -30.3% | -19.5% | -45.1% |
| 1Y | +43.1% | -39.6% | +82.7% | +69.7% |
| 3Y | -61.0% | +32.2% | -93.1% | -71.3% |
| All | -71.6% | +23.4% | -95.0% | -81.2% |
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