-11.0%
FLUT vs DKS
+199.2%
-210.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.6% | -4.7% | +1.2% | -3.1% |
| 30D | -0.3% | -35.1% | +34.7% | +3.8% |
| 3M | -12.6% | -37.7% | +25.1% | -8.7% |
| 6M | -8.0% | -30.7% | +22.8% | -5.3% |
| YTD | -54.1% | -31.9% | -22.2% | -52.7% |
| 1Y | -66.1% | -40.0% | -26.1% | -64.6% |
| 3Y | -45.0% | +28.4% | -73.4% | -47.0% |
| 5Y | -51.2% | +12.4% | -63.7% | -53.5% |
| All | -11.0% | +199.2% | -210.2% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling