-42.4%
FLUT vs DKS
+44.5%
-86.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +4.5% | +1.3% | +3.2% | +4.2% |
| 30D | +9.2% | +8.9% | +0.3% | +7.3% |
| 3M | -13.7% | -26.4% | +12.7% | -9.6% |
| 6M | -9.0% | -31.1% | +22.0% | -4.0% |
| YTD | -60.2% | -22.8% | -37.4% | -59.4% |
| 1Y | -63.1% | -29.5% | -33.6% | -61.5% |
| All | -42.4% | +44.5% | -86.9% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling