-43.9%
FLUT vs DKS
+28.7%
-72.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.5% |
| 7D | +3.8% | -0.4% | +4.3% | +3.9% |
| 30D | +6.3% | -36.6% | +42.9% | +15.1% |
| 3M | -4.0% | -37.6% | +33.6% | +4.0% |
| 6M | -10.3% | -32.1% | +21.8% | -5.7% |
| YTD | -53.2% | -32.3% | -20.9% | -50.8% |
| 1Y | -65.0% | -39.5% | -25.6% | -62.3% |
| 3Y | -43.9% | +27.7% | -71.6% | -57.3% |
| All | -43.9% | +28.7% | -72.6% | -57.3% |
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