-47.6%
FLUT vs DKS
+29.5%
-77.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.9% |
| 6M | -9.0% | -31.1% | +22.0% | -4.4% |
| YTD | -60.2% | -22.8% | -37.4% | -59.3% |
| 1Y | -63.1% | -29.5% | -33.6% | -61.6% |
| 3Y | -42.5% | +42.8% | -85.3% | -48.8% |
| 5Y | -47.6% | +29.2% | -76.7% | -57.1% |
| All | -47.6% | +29.5% | -77.1% | -57.1% |
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