-72.3%
FLNC vs DKS
+20.5%
-92.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.1% | -4.2% |
| 7D | -5.0% | -4.7% | -0.3% | -3.2% |
| 30D | -26.1% | -35.1% | +9.0% | -13.6% |
| 3M | -55.2% | -37.7% | -17.5% | -47.0% |
| 6M | -42.6% | -30.7% | -11.8% | -37.4% |
| YTD | -51.0% | -31.9% | -19.1% | -45.9% |
| 1Y | +43.3% | -40.0% | +83.3% | +70.2% |
| 3Y | -63.4% | +28.4% | -91.8% | -72.8% |
| All | -72.3% | +20.5% | -92.9% | -81.5% |
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 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