+2,054.3%
FLUT vs DKS
+6,292.4%
-4,238.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | +7.7% | -30.5% | +38.3% | +10.1% |
| 3M | -0.7% | -35.7% | +35.0% | +2.0% |
| 6M | -11.2% | -29.7% | +18.5% | -9.5% |
| YTD | -53.4% | -28.9% | -24.6% | -52.6% |
| 1Y | -65.8% | -35.9% | -29.9% | -64.9% |
| 3Y | -44.9% | +28.2% | -73.1% | -46.2% |
| 5Y | -49.7% | +11.8% | -61.5% | -51.1% |
| 10Y | -9.7% | +211.6% | -221.3% | -17.0% |
| All | +2,054.3% | +6,292.4% | -4,238.2% | +1,753.1% |
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 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